-54.6%
GTLB vs BBWI
-66.8%
+12.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -4.2% |
| 7D | +4.6% | +1.6% | +3.0% | +4.0% |
| 30D | +21.0% | -6.2% | +27.2% | +23.2% |
| 3M | +51.7% | +4.3% | +47.4% | +47.6% |
| 6M | +89.3% | -7.2% | +96.4% | +88.1% |
| YTD | +25.6% | -3.0% | +28.7% | +21.2% |
| 1Y | -1.5% | -30.8% | +29.2% | +7.3% |
| 3Y | -9.9% | -43.4% | +33.5% | -2.3% |
| All | -54.6% | -66.8% | +12.2% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling