+5.6%
GTLB vs WCC
+134.5%
-128.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.4% |
| 7D | -0.7% | +9.9% | -10.7% | -3.3% |
| 30D | -10.2% | -8.4% | -1.8% | -8.6% |
| 3M | +10.1% | -10.3% | +20.4% | +11.9% |
| 6M | +116.5% | -10.5% | +126.9% | +117.1% |
| YTD | +27.2% | +32.2% | -5.0% | +7.9% |
| 1Y | +8.6% | +25.5% | -17.0% | -6.2% |
| 3Y | +5.6% | +134.7% | -129.1% | -32.2% |
| All | +5.6% | +134.5% | -128.9% | -32.2% |
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