+8.6%
GTLB vs SFM
-36.8%
+45.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.9% |
| 7D | -0.7% | +6.0% | -6.8% | -1.0% |
| 30D | -10.2% | -19.5% | +9.2% | -9.4% |
| 3M | +10.1% | -37.0% | +47.1% | +11.4% |
| 6M | +116.5% | -41.0% | +157.5% | +118.1% |
| YTD | +27.2% | -34.6% | +61.8% | +24.9% |
| 1Y | +8.6% | -36.3% | +44.8% | +4.8% |
| All | +8.6% | -36.8% | +45.3% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling