-10.3%
GTLB vs WY
-25.0%
+14.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.7% | +2.8% |
| 7D | -4.1% | -3.7% | -0.4% | -3.1% |
| 30D | +12.3% | -11.3% | +23.6% | +16.1% |
| 3M | +65.9% | -8.1% | +74.1% | +69.2% |
| 6M | +104.0% | -7.4% | +111.4% | +105.6% |
| YTD | +26.0% | -4.7% | +30.7% | +24.1% |
| 1Y | -3.5% | -9.2% | +5.7% | -2.8% |
| All | -10.3% | -25.0% | +14.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling