-3.5%
GTLB vs BWA
+54.1%
-57.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.2% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +12.3% | -5.5% | +17.8% | +11.4% |
| 3M | +65.9% | -7.6% | +73.5% | +64.6% |
| 6M | +104.0% | +25.0% | +79.0% | +107.9% |
| YTD | +26.0% | +47.0% | -20.9% | +21.4% |
| 1Y | -3.5% | +54.0% | -57.5% | -9.1% |
| All | -3.5% | +54.1% | -57.6% | -9.1% |
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