-60.1%
GTLB vs SFM
+116.0%
-176.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.7% |
| 7D | -0.7% | +6.0% | -6.8% | -1.9% |
| 30D | -10.2% | -19.5% | +9.2% | -7.1% |
| 3M | +10.1% | -37.0% | +47.1% | +19.3% |
| 6M | +116.5% | -41.0% | +157.5% | +136.3% |
| YTD | +27.2% | -34.6% | +61.8% | +34.5% |
| 1Y | +8.6% | -36.3% | +44.8% | +15.2% |
| 3Y | +5.6% | +24.5% | -19.0% | -15.4% |
| All | -60.1% | +116.0% | -176.0% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling