-54.6%
GTLB vs WSM
+186.2%
-240.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +4.6% | +2.6% | +2.0% | +3.2% |
| 30D | +21.0% | -9.5% | +30.5% | +27.4% |
| 3M | +51.7% | +12.9% | +38.8% | +41.1% |
| 6M | +89.3% | +23.0% | +66.2% | +65.7% |
| YTD | +25.6% | +28.9% | -3.3% | +6.4% |
| 1Y | -1.5% | +13.7% | -15.2% | -11.4% |
| 3Y | -9.9% | +232.6% | -242.6% | -69.0% |
| All | -54.6% | +186.2% | -240.8% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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