-3.5%
GTLB vs SM
+51.5%
-55.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | -4.1% | +2.1% | -6.2% | -4.1% |
| 30D | +12.3% | +18.1% | -5.8% | +12.0% |
| 3M | +65.9% | +17.0% | +48.9% | +65.3% |
| 6M | +104.0% | +55.4% | +48.5% | +102.9% |
| YTD | +26.0% | +108.6% | -82.5% | +25.6% |
| 1Y | -3.5% | +45.7% | -49.2% | -3.8% |
| All | -3.5% | +51.5% | -55.0% | -3.8% |
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