-55.4%
GTLB vs SSNC
+19.4%
-74.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -0.2% |
| 7D | -6.6% | -3.9% | -2.7% | -2.4% |
| 30D | +13.7% | -0.2% | +13.9% | +14.2% |
| 3M | +52.9% | +15.9% | +37.0% | +28.3% |
| 6M | +88.5% | +7.5% | +81.0% | +73.0% |
| YTD | +23.4% | -8.2% | +31.7% | +35.6% |
| 1Y | -3.8% | -9.3% | +5.5% | +5.9% |
| 3Y | -11.5% | +48.5% | -60.0% | -50.3% |
| All | -55.4% | +19.4% | -74.8% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling