-61.1%
GTLB vs SM
-0.4%
-60.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.1% | +0.2% |
| 7D | -9.6% | +0.3% | -10.0% | -9.7% |
| 30D | -15.5% | -17.3% | +1.8% | -12.3% |
| 3M | +12.4% | -3.6% | +16.0% | +12.0% |
| 6M | +84.6% | +2.9% | +81.7% | +78.9% |
| YTD | +26.1% | +70.2% | -44.1% | +5.5% |
| 1Y | +1.7% | +66.5% | -64.8% | -14.7% |
| 3Y | +6.1% | -8.2% | +14.3% | -1.8% |
| 5Y | -61.1% | -1.5% | -59.7% | -64.6% |
| All | -61.1% | -0.4% | -60.7% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling