-54.8%
GTLB vs BBIO
+47.7%
-102.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -5.7% | -3.2% | -2.5% | -5.0% |
| 30D | +15.1% | -13.6% | +28.7% | +19.0% |
| 3M | +65.5% | +7.2% | +58.2% | +62.2% |
| 6M | +102.9% | +1.5% | +101.4% | +100.0% |
| YTD | +25.2% | -5.3% | +30.5% | +24.4% |
| 1Y | -5.5% | +37.7% | -43.2% | -15.2% |
| 3Y | -10.9% | +153.9% | -164.8% | -34.7% |
| All | -54.8% | +47.7% | -102.5% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 all: compounded portfolio wealth divided by compounded BBIO 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…
all analysis · Full analysis span regression · 6 months rolling