+11.3%
WBD vs GTLB
-50.0%
+61.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.6% |
| 7D | -0.7% | +4.6% | -5.3% | -1.7% |
| 30D | +5.0% | +21.0% | -16.0% | +0.7% |
| 3M | +6.2% | +51.7% | -45.5% | -3.3% |
| 6M | +0.6% | +89.3% | -88.7% | -13.6% |
| YTD | -2.4% | +25.6% | -28.1% | -9.3% |
| 1Y | +127.7% | -1.5% | +129.2% | +121.6% |
| 3Y | +148.4% | -9.9% | +158.3% | +133.9% |
| All | +11.3% | -50.0% | +61.3% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling