+14.7%
GTLB vs SITM
+174.8%
-160.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.5% | +1.2% |
| 7D | +11.1% | +9.7% | +1.3% | +11.3% |
| 30D | +37.8% | +12.7% | +25.1% | +37.9% |
| 3M | +61.6% | -13.4% | +75.0% | +61.5% |
| 6M | +98.9% | +59.6% | +39.3% | +97.6% |
| YTD | +32.8% | +73.3% | -40.5% | +31.6% |
| 1Y | +14.7% | +165.5% | -150.9% | +8.4% |
| All | +14.7% | +174.8% | -160.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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