-54.6%
GTLB vs SITM
+171.7%
-226.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.2% | -4.7% |
| 7D | +4.6% | +8.4% | -3.8% | +2.1% |
| 30D | +21.0% | -17.4% | +38.4% | +27.0% |
| 3M | +51.7% | -9.8% | +61.5% | +49.2% |
| 6M | +89.3% | +83.0% | +6.3% | +37.4% |
| YTD | +25.6% | +69.6% | -44.0% | -9.4% |
| 1Y | -1.5% | +144.9% | -146.4% | -41.4% |
| 3Y | -9.9% | +429.9% | -439.8% | -69.4% |
| All | -54.6% | +171.7% | -226.3% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling