-54.6%
GTLB vs WY
-26.2%
-28.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -3.9% | -4.4% |
| 7D | +4.6% | -2.1% | +6.6% | +6.0% |
| 30D | +21.0% | -10.5% | +31.5% | +29.9% |
| 3M | +51.7% | -4.9% | +56.6% | +54.9% |
| 6M | +89.3% | -4.9% | +94.2% | +89.5% |
| YTD | +25.6% | -1.7% | +27.3% | +20.4% |
| 1Y | -1.5% | -9.4% | +7.8% | +0.4% |
| 3Y | -9.9% | -22.3% | +12.4% | +1.0% |
| All | -54.6% | -26.2% | -28.4% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling