-10.9%
GTLB vs SNY
-9.6%
-1.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.7% | -3.3% | -2.4% | -5.3% |
| 30D | +15.1% | -2.2% | +17.3% | +15.4% |
| 3M | +65.5% | -3.0% | +68.5% | +65.9% |
| 6M | +102.9% | +2.7% | +100.2% | +101.8% |
| YTD | +25.2% | -6.8% | +32.1% | +25.9% |
| 1Y | -5.5% | -5.3% | -0.3% | -5.2% |
| 3Y | -10.9% | -9.8% | -1.1% | -7.6% |
| All | -10.9% | -9.6% | -1.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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