-54.1%
GTLB vs SM
+20.3%
-74.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -0.7% | +9.4% | -10.1% | -2.8% |
| 30D | -10.2% | -14.4% | +4.1% | -7.6% |
| 3M | +10.1% | +1.6% | +8.6% | +8.4% |
| 6M | +116.5% | +6.3% | +110.1% | +108.5% |
| YTD | +27.2% | +78.8% | -51.6% | +5.4% |
| 1Y | +8.6% | +83.1% | -74.6% | -10.9% |
| 3Y | +5.6% | -5.9% | +11.5% | -2.6% |
| 5Y | -61.8% | +4.8% | -66.6% | -65.4% |
| All | -54.1% | +20.3% | -74.4% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling