-55.4%
GTLB vs WWD
+199.1%
-254.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.5% |
| 7D | -6.6% | +0.6% | -7.2% | -6.8% |
| 30D | +13.7% | -5.1% | +18.8% | +16.0% |
| 3M | +52.9% | -11.2% | +64.1% | +58.7% |
| 6M | +88.5% | -12.0% | +100.5% | +92.1% |
| YTD | +23.4% | +12.0% | +11.5% | +7.0% |
| 1Y | -3.8% | +42.8% | -46.6% | -29.9% |
| 3Y | -11.5% | +168.9% | -180.4% | -60.9% |
| All | -55.4% | +199.1% | -254.5% | -81.9% |
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