-12.1%
GTLB vs BWA
+67.1%
-79.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | -6.6% | +0.1% | -6.7% | -6.6% |
| 30D | +13.7% | -5.6% | +19.3% | +14.6% |
| 3M | +52.9% | -10.7% | +63.6% | +55.3% |
| 6M | +88.5% | +23.2% | +65.3% | +77.8% |
| YTD | +23.4% | +46.0% | -22.5% | +7.9% |
| 1Y | -3.8% | +51.2% | -55.0% | -17.2% |
| All | -12.1% | +67.1% | -79.3% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling