-54.6%
GTLB vs WST
-16.1%
-38.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.1% |
| 7D | +4.6% | -0.3% | +4.8% | +4.7% |
| 30D | +21.0% | -4.6% | +25.6% | +23.1% |
| 3M | +51.7% | +5.7% | +46.0% | +48.1% |
| 6M | +89.3% | +37.6% | +51.7% | +65.6% |
| YTD | +25.6% | +23.0% | +2.6% | +14.5% |
| 1Y | -1.5% | +33.8% | -35.4% | -14.5% |
| 3Y | -9.9% | -13.4% | +3.4% | -12.5% |
| All | -54.6% | -16.1% | -38.5% | -50.5% |
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