-54.6%
GTLB vs SM
+38.8%
-93.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.6% | -9.0% | -6.2% |
| 7D | +4.6% | -0.2% | +4.7% | +4.5% |
| 30D | +21.0% | +31.5% | -10.5% | +13.3% |
| 3M | +51.7% | +17.3% | +34.4% | +44.4% |
| 6M | +89.3% | +48.5% | +40.8% | +68.3% |
| YTD | +25.6% | +106.3% | -80.6% | +1.7% |
| 1Y | -1.5% | +47.3% | -48.8% | -13.5% |
| 3Y | -9.9% | -1.4% | -8.5% | -17.0% |
| All | -54.6% | +38.8% | -93.4% | -60.4% |
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