-54.8%
GTLB vs TW
+23.0%
-77.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | -5.7% | -4.5% | -1.2% | -2.9% |
| 30D | +15.1% | -2.3% | +17.4% | +16.5% |
| 3M | +65.5% | +2.6% | +62.9% | +60.4% |
| 6M | +102.9% | -17.5% | +120.4% | +126.2% |
| YTD | +25.2% | -5.3% | +30.5% | +26.0% |
| 1Y | -5.5% | -14.8% | +9.2% | +1.9% |
| 3Y | -10.9% | +18.8% | -29.7% | -37.8% |
| All | -54.8% | +23.0% | -77.7% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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