-10.3%
GTLB vs SITM
+423.6%
-433.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | 0.0% | +1.8% |
| 7D | -4.1% | +4.8% | -8.9% | -4.8% |
| 30D | +12.3% | -9.7% | +22.0% | +13.6% |
| 3M | +65.9% | -9.3% | +75.2% | +64.9% |
| 6M | +104.0% | +69.5% | +34.5% | +73.8% |
| YTD | +26.0% | +70.5% | -44.5% | +5.1% |
| 1Y | -3.5% | +145.3% | -148.7% | -28.6% |
| All | -10.3% | +423.6% | -433.9% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling