+11.0%
WBD vs GTLB
-50.1%
+61.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.7% | -5.7% | +5.0% | +0.4% |
| 30D | +1.4% | +15.1% | -13.7% | -1.7% |
| 3M | +4.4% | +65.5% | -61.1% | -6.6% |
| 6M | +0.8% | +102.9% | -102.1% | -14.6% |
| YTD | -2.7% | +25.2% | -27.9% | -9.5% |
| 1Y | +73.4% | -5.5% | +78.9% | +70.2% |
| 3Y | +142.1% | -10.9% | +153.0% | +128.5% |
| All | +11.0% | -50.1% | +61.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling