-9.9%
GTLB vs SFM
+96.9%
-106.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -6.5% | +1.1% | -4.6% |
| 7D | +4.6% | -5.8% | +10.4% | +5.3% |
| 30D | +21.0% | -11.4% | +32.3% | +22.5% |
| 3M | +51.7% | -12.2% | +63.9% | +53.4% |
| 6M | +89.3% | -5.2% | +94.4% | +88.1% |
| YTD | +25.6% | -4.5% | +30.1% | +24.6% |
| 1Y | -1.5% | -45.4% | +43.8% | +7.1% |
| 3Y | -9.9% | +91.1% | -101.0% | -28.9% |
| All | -9.9% | +96.9% | -106.8% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling