-52.0%
GTLB vs WWD
+206.7%
-258.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +11.1% | +1.3% | +9.8% | +10.4% |
| 30D | +37.8% | -7.2% | +45.0% | +41.8% |
| 3M | +61.6% | -3.8% | +65.4% | +61.2% |
| 6M | +98.9% | -9.9% | +108.8% | +100.5% |
| YTD | +32.8% | +14.8% | +18.0% | +13.8% |
| 1Y | +14.7% | +42.1% | -27.4% | -15.8% |
| 3Y | +1.3% | +170.8% | -169.5% | -55.1% |
| All | -52.0% | +206.7% | -258.7% | -80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling