-5.5%
GTLB vs BBWI
-31.4%
+25.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -1.4% |
| 7D | -5.7% | -4.8% | -0.9% | -5.2% |
| 30D | +15.1% | +3.5% | +11.7% | +14.6% |
| 3M | +65.5% | -0.3% | +65.8% | +65.6% |
| 6M | +102.9% | -5.4% | +108.3% | +103.1% |
| YTD | +25.2% | -4.7% | +29.9% | +26.3% |
| 1Y | -5.5% | -30.5% | +24.9% | +0.7% |
| All | -5.5% | -31.4% | +25.9% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling