-52.0%
GTLB vs SM
+34.0%
-86.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.6% |
| 7D | +11.1% | +0.1% | +11.0% | +11.0% |
| 30D | +37.8% | +26.3% | +11.5% | +30.3% |
| 3M | +61.6% | +8.7% | +52.9% | +56.7% |
| 6M | +98.9% | +51.7% | +47.2% | +75.9% |
| YTD | +32.8% | +99.0% | -66.3% | +8.5% |
| 1Y | +14.7% | +34.6% | -19.9% | +3.1% |
| 3Y | +1.3% | -7.8% | +9.1% | -4.9% |
| All | -52.0% | +34.0% | -86.0% | -57.8% |
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 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