-3.5%
GTLB vs BB
+101.1%
-104.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.6% |
| 7D | -4.1% | -2.1% | -2.0% | -3.8% |
| 30D | +12.3% | -16.0% | +28.4% | +15.5% |
| 3M | +65.9% | -14.5% | +80.4% | +68.8% |
| 6M | +104.0% | +118.6% | -14.6% | +61.9% |
| YTD | +26.0% | +98.9% | -72.9% | +2.3% |
| 1Y | -3.5% | +99.5% | -103.0% | -19.3% |
| All | -3.5% | +101.1% | -104.6% | -19.3% |
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