-54.6%
GTLB vs WING
-31.8%
-22.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +4.6% | -0.1% | +4.7% | +4.7% |
| 30D | +21.0% | -6.0% | +27.0% | +23.0% |
| 3M | +51.7% | -23.5% | +75.2% | +65.0% |
| 6M | +89.3% | -52.0% | +141.3% | +143.3% |
| YTD | +25.6% | -53.8% | +79.4% | +60.8% |
| 1Y | -1.5% | -63.8% | +62.3% | +37.6% |
| 3Y | -9.9% | -30.8% | +20.8% | -31.6% |
| All | -54.6% | -31.8% | -22.8% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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