-54.6%
GTLB vs BAH
-1.3%
-53.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.4% | -5.1% |
| 7D | +4.6% | -4.3% | +8.9% | +6.1% |
| 30D | +21.0% | -4.5% | +25.5% | +22.9% |
| 3M | +51.7% | -7.6% | +59.3% | +55.1% |
| 6M | +89.3% | -10.6% | +99.9% | +95.9% |
| YTD | +25.6% | -12.6% | +38.2% | +29.9% |
| 1Y | -1.5% | -27.0% | +25.4% | +6.9% |
| 3Y | -9.9% | -31.5% | +21.6% | -8.4% |
| All | -54.6% | -1.3% | -53.3% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling