+4.7%
GTLB vs SM
-8.5%
+13.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.1% | +0.5% |
| 7D | -9.6% | +0.3% | -10.0% | -9.7% |
| 30D | -15.5% | -17.3% | +1.8% | -13.2% |
| 3M | +12.4% | -3.6% | +16.0% | +12.0% |
| 6M | +84.6% | +2.9% | +81.7% | +80.2% |
| YTD | +26.1% | +70.2% | -44.1% | +9.1% |
| 1Y | +1.7% | +66.5% | -64.8% | -11.8% |
| All | +4.7% | -8.5% | +13.2% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling