+14.7%
GTLB vs SM
+36.8%
-22.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.1% |
| 7D | +11.1% | -0.5% | +11.5% | +11.1% |
| 30D | +37.8% | +25.6% | +12.2% | +37.5% |
| 3M | +61.6% | +8.0% | +53.5% | +61.6% |
| 6M | +98.9% | +50.8% | +48.1% | +99.7% |
| YTD | +32.8% | +97.9% | -65.1% | +34.3% |
| 1Y | +14.7% | +33.8% | -19.1% | +13.5% |
| All | +14.7% | +36.8% | -22.1% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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