-54.6%
GTLB vs NWSA
+30.0%
-84.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -3.6% |
| 7D | +4.6% | -2.6% | +7.2% | +7.2% |
| 30D | +21.0% | +4.6% | +16.4% | +16.1% |
| 3M | +51.7% | +10.2% | +41.5% | +37.3% |
| 6M | +89.3% | +21.6% | +67.7% | +54.8% |
| YTD | +25.6% | +14.6% | +11.0% | +8.3% |
| 1Y | -1.5% | +0.4% | -1.9% | -4.4% |
| 3Y | -9.9% | +45.0% | -54.9% | -43.2% |
| All | -54.6% | +30.0% | -84.6% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling