+98.9%
GTLB vs BBWI
-15.2%
+114.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +0.8% |
| 7D | +11.1% | +1.5% | +9.5% | +10.9% |
| 30D | +37.8% | -5.2% | +43.0% | +38.3% |
| 3M | +61.6% | +11.1% | +50.5% | +62.1% |
| 6M | +98.9% | -13.4% | +112.3% | +109.8% |
| All | +98.9% | -15.2% | +114.1% | +109.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling