-3.5%
GTLB vs SFM
-46.9%
+43.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.1% |
| 7D | -4.1% | -8.8% | +4.7% | -3.7% |
| 30D | +12.3% | -14.5% | +26.8% | +12.8% |
| 3M | +65.9% | -16.8% | +82.7% | +66.1% |
| 6M | +104.0% | -5.3% | +109.3% | +101.8% |
| YTD | +26.0% | -9.4% | +35.4% | +25.1% |
| 1Y | -3.5% | -46.2% | +42.7% | -2.4% |
| All | -3.5% | -46.9% | +43.4% | -2.4% |
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 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