+14.7%
GTLB vs WETO
-98.9%
+113.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -20.8% | +21.9% | +0.8% |
| 7D | +11.1% | -55.4% | +66.5% | +10.3% |
| 30D | +37.8% | -48.5% | +86.3% | +37.1% |
| 3M | +61.6% | -97.5% | +159.1% | +65.9% |
| 6M | +98.9% | -94.2% | +193.1% | +93.6% |
| YTD | +32.8% | -97.0% | +129.8% | +31.8% |
| 1Y | +14.7% | -98.9% | +113.6% | +20.7% |
| All | +14.7% | -98.9% | +113.5% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling