-54.5%
GTLB vs WCN
+27.5%
-81.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.6% |
| 7D | -4.1% | -4.4% | +0.3% | -1.9% |
| 30D | +12.3% | -4.4% | +16.8% | +14.9% |
| 3M | +65.9% | +0.5% | +65.4% | +64.9% |
| 6M | +104.0% | -3.3% | +107.2% | +105.6% |
| YTD | +26.0% | -8.5% | +34.5% | +31.1% |
| 1Y | -3.5% | -8.9% | +5.4% | 0.0% |
| 3Y | -9.6% | +18.0% | -27.7% | -26.2% |
| All | -54.5% | +27.5% | -81.9% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling