-54.8%
GTLB vs SITM
+188.4%
-243.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -2.4% |
| 7D | -5.7% | +3.9% | -9.6% | -6.8% |
| 30D | +15.1% | -6.6% | +21.7% | +16.5% |
| 3M | +65.5% | -11.9% | +77.3% | +64.5% |
| 6M | +102.9% | +81.1% | +21.8% | +48.6% |
| YTD | +25.2% | +80.0% | -54.8% | -11.4% |
| 1Y | -5.5% | +145.8% | -151.4% | -43.5% |
| 3Y | -10.9% | +475.9% | -486.8% | -70.6% |
| All | -54.8% | +188.4% | -243.1% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling