-21.7%
GTLB vs WETO
-99.4%
+77.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.8% | -0.7% |
| 7D | -5.7% | -4.3% | -1.4% | -5.7% |
| 30D | +15.1% | -39.9% | +55.0% | +14.7% |
| 3M | +65.5% | -97.9% | +163.4% | +67.2% |
| 6M | +102.9% | -95.0% | +197.9% | +101.7% |
| YTD | +25.2% | -97.2% | +122.4% | +23.9% |
| 1Y | -5.5% | -98.9% | +93.4% | -7.7% |
| All | -21.7% | -99.4% | +77.7% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling