+116.5%
GTLB vs BWA
-20.0%
+136.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +0.9% |
| 7D | -0.7% | +4.3% | -5.0% | -0.6% |
| 30D | -10.2% | -13.0% | +2.8% | -11.3% |
| 3M | +10.1% | -24.8% | +34.9% | +6.5% |
| 6M | +116.5% | -23.5% | +140.0% | +112.7% |
| All | +116.5% | -20.0% | +136.5% | +112.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling