-12.1%
GTLB vs WCC
+129.2%
-141.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -6.6% | +6.8% | -13.4% | -8.4% |
| 30D | +13.7% | -3.0% | +16.8% | +14.3% |
| 3M | +52.9% | +0.2% | +52.7% | +50.8% |
| 6M | +88.5% | +33.2% | +55.3% | +63.2% |
| YTD | +23.4% | +45.8% | -22.4% | +2.4% |
| 1Y | -3.8% | +68.4% | -72.2% | -25.4% |
| All | -12.1% | +129.2% | -141.4% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling