+12.6%
GTLB vs BWA
+17.4%
-4.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -0.4% |
| 7D | -9.7% | -9.9% | +0.2% | -11.1% |
| 30D | +1.7% | -16.4% | +18.1% | -1.2% |
| 3M | +43.6% | -19.8% | +63.4% | +38.8% |
| 6M | +113.0% | -10.0% | +122.9% | +109.9% |
| YTD | +39.5% | +12.7% | +26.8% | +34.6% |
| 1Y | +12.6% | +15.7% | -3.0% | +7.6% |
| All | +12.6% | +17.4% | -4.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling