+7.0%
WMT vs GTLB
+14.4%
-7.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.1% |
| 7D | +3.9% | +11.1% | -7.1% | +4.7% |
| 30D | -4.4% | +37.8% | -42.2% | -2.1% |
| 3M | -8.8% | +61.6% | -70.4% | -5.4% |
| 6M | -15.6% | +98.9% | -114.6% | -10.2% |
| YTD | -3.2% | +32.8% | -36.0% | 0.0% |
| 1Y | +7.0% | +14.7% | -7.6% | +9.3% |
| All | +7.0% | +14.4% | -7.4% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling