-10.9%
GTLB vs GWRE
+50.1%
-61.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -1.0% |
| 7D | -5.7% | -13.2% | +7.5% | +1.6% |
| 30D | +15.1% | -18.6% | +33.7% | +24.5% |
| 3M | +65.5% | +18.9% | +46.6% | +41.9% |
| 6M | +102.9% | -11.0% | +113.8% | +104.2% |
| YTD | +25.2% | -29.9% | +55.1% | +41.7% |
| 1Y | -5.5% | -44.3% | +38.8% | +20.8% |
| 3Y | -10.9% | +51.7% | -62.6% | -48.7% |
| All | -10.9% | +50.1% | -61.0% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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