-54.5%
GTLB vs SSNC
+18.8%
-73.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.7% |
| 7D | -4.1% | -6.7% | +2.7% | +3.7% |
| 30D | +12.3% | -0.8% | +13.1% | +13.6% |
| 3M | +65.9% | +16.1% | +49.9% | +38.9% |
| 6M | +104.0% | +7.9% | +96.0% | +86.0% |
| YTD | +26.0% | -8.7% | +34.7% | +39.2% |
| 1Y | -3.5% | -9.5% | +6.0% | +6.4% |
| 3Y | -9.6% | +47.7% | -57.3% | -49.0% |
| All | -54.5% | +18.8% | -73.3% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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