+14.7%
GTLB vs BB
+105.3%
-90.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +11.1% | -5.6% | +16.7% | +12.2% |
| 30D | +37.8% | -11.8% | +49.6% | +40.7% |
| 3M | +61.6% | -25.5% | +87.1% | +69.5% |
| 6M | +98.9% | +121.3% | -22.3% | +57.8% |
| YTD | +32.8% | +103.2% | -70.4% | +7.4% |
| 1Y | +14.7% | +102.6% | -88.0% | -3.1% |
| All | +14.7% | +105.3% | -90.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling