-55.4%
GTLB vs WST
-16.3%
-39.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -6.6% | -1.7% | -4.9% | -6.0% |
| 30D | +13.7% | -4.3% | +18.1% | +15.6% |
| 3M | +52.9% | +0.7% | +52.2% | +52.2% |
| 6M | +88.5% | +36.0% | +52.5% | +65.6% |
| YTD | +23.4% | +22.7% | +0.7% | +12.6% |
| 1Y | -3.8% | +34.1% | -37.9% | -16.6% |
| 3Y | -11.5% | -13.6% | +2.1% | -14.0% |
| All | -55.4% | -16.3% | -39.1% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling