-54.5%
GTLB vs WST
+2.5%
-57.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -9.6% | +1.0% | -10.6% | -10.0% |
| 30D | -15.5% | +12.3% | -27.8% | -19.1% |
| 3M | +12.4% | +17.5% | -5.1% | +5.7% |
| 6M | +84.6% | +28.2% | +56.4% | +67.6% |
| YTD | +26.1% | +50.4% | -24.3% | +6.5% |
| 1Y | +1.7% | +49.3% | -47.6% | -14.4% |
| 3Y | +6.1% | +21.8% | -15.7% | -15.0% |
| 5Y | -61.1% | +0.3% | -61.4% | -61.0% |
| All | -54.5% | +2.5% | -57.0% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling