-55.4%
GTLB vs BBWI
-68.9%
+13.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.3% | +4.6% | +0.6% |
| 7D | -6.6% | -4.4% | -2.1% | -5.0% |
| 30D | +13.7% | -7.4% | +21.1% | +16.4% |
| 3M | +52.9% | -2.2% | +55.1% | +52.3% |
| 6M | +88.5% | -16.3% | +104.8% | +95.0% |
| YTD | +23.4% | -9.1% | +32.6% | +22.0% |
| 1Y | -3.8% | -34.5% | +30.7% | +6.9% |
| 3Y | -11.5% | -47.0% | +35.5% | -1.7% |
| All | -55.4% | -68.9% | +13.5% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling