-54.1%
GTLB vs BWA
+30.8%
-84.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -0.7% | +4.3% | -5.0% | -2.4% |
| 30D | -10.2% | -13.0% | +2.8% | -5.5% |
| 3M | +10.1% | -24.8% | +34.9% | +21.7% |
| 6M | +116.5% | -23.5% | +140.0% | +133.9% |
| YTD | +27.2% | +13.8% | +13.3% | +7.3% |
| 1Y | +8.6% | +13.4% | -4.9% | -8.5% |
| 3Y | +5.6% | +62.8% | -57.2% | -32.6% |
| 5Y | -61.8% | +28.5% | -90.3% | -76.1% |
| All | -54.1% | +30.8% | -84.8% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling