+12.6%
GTLB vs BB
+88.0%
-75.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.0% | -7.0% | -1.2% |
| 7D | -9.7% | -6.8% | -2.9% | -8.6% |
| 30D | +1.7% | -3.5% | +5.2% | +1.9% |
| 3M | +43.6% | -1.2% | +44.8% | +42.8% |
| 6M | +113.0% | +57.0% | +56.0% | +90.4% |
| YTD | +39.5% | +131.1% | -91.6% | +9.8% |
| 1Y | +12.6% | +87.6% | -75.0% | -10.0% |
| All | +12.6% | +88.0% | -75.4% | -10.0% |
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