-54.5%
GTLB vs BUD
+59.0%
-113.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -3.5% | -1.6% | -1.9% | -2.9% |
| 30D | -9.0% | +6.7% | -15.6% | -11.8% |
| 3M | +15.9% | +5.9% | +10.0% | +12.6% |
| 6M | +104.9% | +5.1% | +99.8% | +98.1% |
| YTD | +26.0% | +32.9% | -6.9% | +6.5% |
| 1Y | +1.8% | +31.8% | -30.0% | -13.8% |
| 3Y | +6.0% | +47.4% | -41.4% | -19.1% |
| 5Y | -62.2% | +50.8% | -113.0% | -73.3% |
| All | -54.5% | +59.0% | -113.5% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling