-10.9%
GTLB vs BB
+64.9%
-75.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -5.7% | -0.4% | -5.3% | -5.7% |
| 30D | +15.1% | -12.5% | +27.7% | +19.4% |
| 3M | +65.5% | -17.4% | +82.9% | +71.3% |
| 6M | +102.9% | +119.1% | -16.2% | +48.3% |
| YTD | +25.2% | +102.4% | -77.2% | -5.7% |
| 1Y | -5.5% | +98.2% | -103.7% | -29.3% |
| 3Y | -10.9% | +46.9% | -57.8% | -41.7% |
| All | -10.9% | +64.9% | -75.8% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling