-54.1%
GTLB vs BBWI
-62.5%
+8.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | -0.7% | +0.1% | -0.9% | -0.8% |
| 30D | -10.2% | +12.9% | -23.1% | -14.4% |
| 3M | +10.1% | +16.0% | -5.9% | +2.7% |
| 6M | +116.5% | +16.6% | +99.8% | +97.8% |
| YTD | +27.2% | +9.7% | +17.4% | +16.1% |
| 1Y | +8.6% | +1.5% | +7.1% | -0.1% |
| 3Y | +5.6% | -21.4% | +26.9% | -3.4% |
| 5Y | -61.8% | -67.6% | +5.7% | -37.7% |
| All | -54.1% | -62.5% | +8.4% | -20.1% |
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 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