-54.1%
GTLB vs WCC
+176.4%
-230.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.7% |
| 7D | -0.7% | +9.9% | -10.7% | -5.0% |
| 30D | -10.2% | -8.4% | -1.8% | -7.7% |
| 3M | +10.1% | -10.3% | +20.4% | +12.8% |
| 6M | +116.5% | -10.5% | +126.9% | +116.6% |
| YTD | +27.2% | +32.2% | -5.0% | +0.7% |
| 1Y | +8.6% | +25.5% | -17.0% | -12.0% |
| 3Y | +5.6% | +134.7% | -129.1% | -46.6% |
| 5Y | -61.8% | +139.9% | -201.7% | -83.4% |
| All | -54.1% | +176.4% | -230.4% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling