-60.1%
GTLB vs WWD
+187.3%
-247.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -0.7% | +4.0% | -4.7% | -2.5% |
| 30D | -10.2% | +0.4% | -10.6% | -10.7% |
| 3M | +10.1% | -7.9% | +18.0% | +13.2% |
| 6M | +116.5% | -10.6% | +127.1% | +121.1% |
| YTD | +27.2% | +9.4% | +17.8% | +10.8% |
| 1Y | +8.6% | +25.7% | -17.2% | -14.4% |
| 3Y | +5.6% | +148.5% | -143.0% | -51.0% |
| All | -60.1% | +187.3% | -247.4% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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