-54.8%
GTLB vs SFM
+222.7%
-277.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -5.7% | -10.6% | +4.9% | -3.5% |
| 30D | +15.1% | -15.5% | +30.6% | +18.7% |
| 3M | +65.5% | -17.4% | +82.9% | +70.9% |
| 6M | +102.9% | -3.4% | +106.3% | +100.5% |
| YTD | +25.2% | -8.7% | +33.9% | +25.1% |
| 1Y | -5.5% | -47.2% | +41.6% | +6.8% |
| 3Y | -10.9% | +82.7% | -93.6% | -32.8% |
| All | -54.8% | +222.7% | -277.4% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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