-52.0%
GTLB vs BUD
+52.4%
-104.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +11.1% | +0.3% | +10.8% | +10.9% |
| 30D | +37.8% | -5.7% | +43.5% | +41.2% |
| 3M | +61.6% | +3.1% | +58.5% | +58.7% |
| 6M | +98.9% | +7.9% | +91.0% | +89.2% |
| YTD | +32.8% | +27.3% | +5.4% | +14.8% |
| 1Y | +14.7% | +37.8% | -23.2% | -5.5% |
| 3Y | +1.3% | +49.8% | -48.5% | -24.4% |
| All | -52.0% | +52.4% | -104.4% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling