-60.1%
GTLB vs BB
-17.6%
-42.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.1% |
| 7D | -0.7% | +1.8% | -2.6% | -1.8% |
| 30D | -10.2% | +8.1% | -18.4% | -14.2% |
| 3M | +10.1% | -1.0% | +11.1% | +7.8% |
| 6M | +116.5% | +45.9% | +70.6% | +63.4% |
| YTD | +27.2% | +134.8% | -107.7% | -27.4% |
| 1Y | +8.6% | +104.6% | -96.0% | -34.0% |
| 3Y | +5.6% | +152.8% | -147.3% | -51.6% |
| All | -60.1% | -17.6% | -42.5% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling