-54.8%
GTLB vs BBAI
-70.9%
+16.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.8% |
| 7D | -5.7% | -1.7% | -4.0% | -5.6% |
| 30D | +15.1% | -12.0% | +27.1% | +15.9% |
| 3M | +65.5% | -30.7% | +96.1% | +68.6% |
| 6M | +102.9% | -30.7% | +133.6% | +106.4% |
| YTD | +25.2% | -46.9% | +72.1% | +28.8% |
| 1Y | -5.5% | -41.1% | +35.5% | -4.1% |
| 3Y | -10.9% | +65.9% | -76.8% | -16.1% |
| All | -54.8% | -70.9% | +16.1% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling