-52.0%
GTLB vs WING
-32.0%
-20.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.4% |
| 7D | +11.1% | -3.9% | +14.9% | +12.7% |
| 30D | +37.8% | -11.6% | +49.4% | +43.3% |
| 3M | +61.6% | -24.2% | +85.8% | +76.3% |
| 6M | +98.9% | -54.1% | +153.0% | +160.5% |
| YTD | +32.8% | -53.9% | +86.7% | +70.1% |
| 1Y | +14.7% | -64.4% | +79.0% | +61.4% |
| 3Y | +1.3% | -30.2% | +31.5% | -23.7% |
| All | -52.0% | -32.0% | -20.1% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling