+14.7%
GTLB vs WCC
+61.8%
-47.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | +1.0% |
| 7D | +11.1% | +4.5% | +6.6% | +11.0% |
| 30D | +37.8% | -5.8% | +43.6% | +37.9% |
| 3M | +61.6% | -3.7% | +65.2% | +61.8% |
| 6M | +98.9% | +23.1% | +75.9% | +87.9% |
| YTD | +32.8% | +44.2% | -11.4% | +18.8% |
| 1Y | +14.7% | +62.1% | -47.4% | -1.4% |
| All | +14.7% | +61.8% | -47.1% | -1.4% |
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