-5.5%
GTLB vs NWSA
+3.0%
-8.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -5.7% | -2.8% | -2.9% | -4.7% |
| 30D | +15.1% | +3.0% | +12.1% | +13.9% |
| 3M | +65.5% | +12.3% | +53.1% | +57.0% |
| 6M | +102.9% | +21.9% | +81.0% | +88.1% |
| YTD | +25.2% | +13.6% | +11.6% | +19.2% |
| 1Y | -5.5% | +0.5% | -6.0% | -8.2% |
| All | -5.5% | +3.0% | -8.5% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling