-54.6%
GTLB vs BUD
+51.2%
-105.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.0% |
| 7D | +4.6% | +0.8% | +3.8% | +4.2% |
| 30D | +21.0% | -4.8% | +25.8% | +23.5% |
| 3M | +51.7% | +1.4% | +50.3% | +50.2% |
| 6M | +89.3% | +9.9% | +79.4% | +78.4% |
| YTD | +25.6% | +26.3% | -0.7% | +9.0% |
| 1Y | -1.5% | +36.1% | -37.7% | -18.3% |
| 3Y | -9.9% | +48.6% | -58.5% | -32.6% |
| All | -54.6% | +51.2% | -105.8% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling