-63.2%
GTLB vs WST
-2.2%
-61.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.5% |
| 7D | -11.1% | -3.1% | -8.0% | -10.0% |
| 30D | -7.5% | +9.1% | -16.6% | -10.5% |
| 3M | +34.8% | +14.7% | +20.1% | +27.9% |
| 6M | +98.0% | +28.0% | +70.0% | +79.8% |
| YTD | +28.1% | +45.6% | -17.5% | +9.3% |
| 1Y | +5.6% | +45.7% | -40.1% | -10.5% |
| 3Y | +15.9% | +21.1% | -5.1% | -8.7% |
| All | -63.2% | -2.2% | -61.1% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling