-52.0%
GTLB vs BWA
+73.6%
-125.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | 0.0% |
| 7D | +11.1% | +5.7% | +5.4% | +8.8% |
| 30D | +37.8% | +1.4% | +36.4% | +36.8% |
| 3M | +61.6% | -12.1% | +73.7% | +68.6% |
| 6M | +98.9% | +28.6% | +70.4% | +71.6% |
| YTD | +32.8% | +51.1% | -18.3% | +1.1% |
| 1Y | +14.7% | +55.9% | -41.2% | -14.7% |
| 3Y | +1.3% | +70.1% | -68.8% | -30.8% |
| All | -52.0% | +73.6% | -125.6% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling