-52.0%
GTLB vs WU
-48.1%
-4.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.4% |
| 7D | +11.1% | -0.8% | +11.9% | +11.5% |
| 30D | +37.8% | -1.1% | +38.9% | +38.5% |
| 3M | +61.6% | -3.9% | +65.4% | +61.4% |
| 6M | +98.9% | -20.7% | +119.6% | +115.5% |
| YTD | +32.8% | -18.4% | +51.1% | +41.8% |
| 1Y | +14.7% | -8.1% | +22.7% | +14.3% |
| 3Y | +1.3% | -24.2% | +25.5% | +7.8% |
| All | -52.0% | -48.1% | -4.0% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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