-52.0%
GTLB vs WST
-15.6%
-36.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +11.1% | +0.7% | +10.3% | +10.8% |
| 30D | +37.8% | -3.1% | +41.0% | +39.4% |
| 3M | +61.6% | +7.2% | +54.4% | +56.9% |
| 6M | +98.9% | +36.8% | +62.1% | +74.3% |
| YTD | +32.8% | +23.8% | +8.9% | +20.7% |
| 1Y | +14.7% | +37.8% | -23.1% | -1.6% |
| 3Y | +1.3% | -15.9% | +17.2% | +1.2% |
| All | -52.0% | -15.6% | -36.5% | -47.8% |
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 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