+12.6%
GTLB vs WCC
+24.5%
-11.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.9% | +9.9% | -0.4% |
| 7D | -9.7% | -8.8% | -0.9% | -9.9% |
| 30D | +1.7% | -16.0% | +17.7% | +0.8% |
| 3M | +43.6% | -15.2% | +58.8% | +42.7% |
| 6M | +113.0% | -8.4% | +121.3% | +110.8% |
| YTD | +39.5% | +30.1% | +9.4% | +29.7% |
| 1Y | +12.6% | +26.4% | -13.8% | +5.5% |
| All | +12.6% | +24.5% | -11.8% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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