-54.5%
GTLB vs WCC
+195.0%
-249.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +3.5% |
| 7D | -4.1% | +1.7% | -5.7% | -5.0% |
| 30D | +12.3% | -6.1% | +18.4% | +14.7% |
| 3M | +65.9% | +3.1% | +62.8% | +59.3% |
| 6M | +104.0% | +28.2% | +75.7% | +69.6% |
| YTD | +26.0% | +41.1% | -15.1% | -1.3% |
| 1Y | -3.5% | +61.3% | -64.8% | -30.5% |
| 3Y | -9.6% | +123.6% | -133.3% | -51.4% |
| All | -54.5% | +195.0% | -249.5% | -81.0% |
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