+12.6%
GTLB vs SM
+70.4%
-57.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.3% | +15.3% | +0.3% |
| 7D | -9.7% | -21.5% | +11.8% | -9.2% |
| 30D | +1.7% | -11.4% | +13.1% | +1.9% |
| 3M | +43.6% | +0.6% | +42.9% | +43.2% |
| 6M | +113.0% | +0.2% | +112.7% | +112.3% |
| YTD | +39.5% | +69.7% | -30.1% | +38.1% |
| 1Y | +12.6% | +71.6% | -58.9% | +11.1% |
| All | +12.6% | +70.4% | -57.8% | +11.1% |
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