-54.8%
GTLB vs NWSA
+28.8%
-83.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -5.7% | -2.8% | -2.9% | -3.1% |
| 30D | +15.1% | +3.0% | +12.1% | +12.0% |
| 3M | +65.5% | +12.3% | +53.1% | +47.0% |
| 6M | +102.9% | +21.9% | +81.0% | +65.4% |
| YTD | +25.2% | +13.6% | +11.6% | +8.8% |
| 1Y | -5.5% | +0.5% | -6.0% | -8.4% |
| 3Y | -10.9% | +43.8% | -54.6% | -43.3% |
| All | -54.8% | +28.8% | -83.5% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling