-12.1%
GTLB vs BUD
+44.4%
-56.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.4% |
| 7D | -6.6% | -1.3% | -5.3% | -6.4% |
| 30D | +13.7% | -6.1% | +19.9% | +14.7% |
| 3M | +52.9% | -3.8% | +56.7% | +53.5% |
| 6M | +88.5% | +8.2% | +80.3% | +84.3% |
| YTD | +23.4% | +23.6% | -0.1% | +15.9% |
| 1Y | -3.8% | +33.4% | -37.3% | -11.9% |
| All | -12.1% | +44.4% | -56.6% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling