-54.8%
GTLB vs BBWI
-67.4%
+12.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -3.0% |
| 7D | -5.7% | -4.8% | -0.9% | -4.1% |
| 30D | +15.1% | +3.5% | +11.7% | +13.0% |
| 3M | +65.5% | -0.3% | +65.8% | +63.5% |
| 6M | +102.9% | -5.4% | +108.3% | +99.5% |
| YTD | +25.2% | -4.7% | +29.9% | +21.4% |
| 1Y | -5.5% | -30.5% | +24.9% | +2.4% |
| 3Y | -10.9% | -44.3% | +33.4% | -2.9% |
| All | -54.8% | -67.4% | +12.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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