-54.5%
GTLB vs BB
-24.1%
-30.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +3.4% |
| 7D | -4.1% | -2.1% | -2.0% | -3.2% |
| 30D | +12.3% | -16.0% | +28.4% | +21.3% |
| 3M | +65.9% | -14.5% | +80.4% | +70.8% |
| 6M | +104.0% | +118.6% | -14.6% | +23.0% |
| YTD | +26.0% | +98.9% | -72.9% | -19.9% |
| 1Y | -3.5% | +99.5% | -103.0% | -40.3% |
| 3Y | -9.6% | +65.4% | -75.0% | -45.7% |
| All | -54.5% | -24.1% | -30.4% | -53.9% |
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