-54.8%
GTLB vs WCN
+27.7%
-82.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -5.7% | -3.1% | -2.6% | -4.2% |
| 30D | +15.1% | -3.4% | +18.5% | +17.1% |
| 3M | +65.5% | +3.0% | +62.5% | +62.5% |
| 6M | +102.9% | -3.8% | +106.6% | +105.2% |
| YTD | +25.2% | -8.3% | +33.5% | +30.1% |
| 1Y | -5.5% | -9.7% | +4.2% | -1.5% |
| 3Y | -10.9% | +17.2% | -28.0% | -26.7% |
| All | -54.8% | +27.7% | -82.5% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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