+142.1%
WMT vs GTLB
-50.0%
+192.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.9% |
| 7D | +0.1% | +4.6% | -4.4% | 0.0% |
| 30D | -5.0% | +21.0% | -25.9% | -5.5% |
| 3M | -11.3% | +51.7% | -63.0% | -12.3% |
| 6M | -13.8% | +89.3% | -103.1% | -15.4% |
| YTD | -4.2% | +25.6% | -29.8% | -4.9% |
| 1Y | +4.6% | -1.5% | +6.1% | +4.6% |
| 3Y | +100.5% | -9.9% | +110.4% | +98.9% |
| All | +142.1% | -50.0% | +192.1% | +135.4% |
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 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