+567.0%
WDC vs GTLB
-62.5%
+629.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -5.1% |
| 7D | +12.1% | -0.7% | +12.8% | +12.2% |
| 30D | -18.8% | -10.2% | -8.6% | -17.3% |
| 3M | -39.3% | +10.1% | -49.4% | -40.3% |
| 6M | -40.1% | +116.5% | -156.6% | -47.5% |
| YTD | +71.8% | +27.2% | +44.6% | +62.5% |
| 1Y | +88.5% | +8.6% | +79.9% | +82.9% |
| 3Y | +770.0% | +5.6% | +764.4% | +719.6% |
| All | +567.0% | -62.5% | +629.5% | +451.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling