+61.8%
WM vs GTLB
-49.0%
+110.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -2.1% |
| 7D | +1.2% | -11.1% | +12.3% | +1.3% |
| 30D | +13.1% | -7.5% | +20.6% | +13.1% |
| 3M | +3.6% | +34.8% | -31.2% | +3.2% |
| 6M | +8.1% | +98.0% | -89.9% | +7.1% |
| YTD | +8.9% | +28.1% | -19.2% | +8.5% |
| 1Y | +20.3% | +5.6% | +14.8% | +20.1% |
| 3Y | +46.2% | +15.9% | +30.2% | +44.9% |
| 5Y | +59.9% | -61.1% | +121.0% | +66.5% |
| All | +61.8% | -49.0% | +110.8% | +65.2% |
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 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