-5.5%
GTLB vs SITM
+155.7%
-161.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.5% |
| 7D | -5.7% | +3.9% | -9.6% | -5.6% |
| 30D | +15.1% | -6.6% | +21.7% | +14.8% |
| 3M | +65.5% | -11.9% | +77.3% | +65.4% |
| 6M | +102.9% | +81.1% | +21.8% | +102.9% |
| YTD | +25.2% | +80.0% | -54.8% | +25.1% |
| 1Y | -5.5% | +145.8% | -151.4% | -8.5% |
| All | -5.5% | +155.7% | -161.2% | -8.5% |
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