-10.3%
GTLB vs TW
+20.3%
-30.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -4.1% | -2.7% | -1.4% | -3.4% |
| 30D | +12.3% | -1.7% | +14.1% | +12.7% |
| 3M | +65.9% | +1.6% | +64.3% | +64.4% |
| 6M | +104.0% | -17.7% | +121.7% | +114.0% |
| YTD | +26.0% | -4.3% | +30.4% | +27.1% |
| 1Y | -3.5% | -13.1% | +9.6% | -0.1% |
| All | -10.3% | +20.3% | -30.6% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling