+100.0%
GTLB vs SUNB
+12.2%
+87.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | -0.8% |
| 7D | -9.7% | -2.6% | -7.0% | -10.2% |
| 30D | +1.7% | +4.3% | -2.6% | +2.9% |
| 3M | +43.6% | +0.8% | +42.8% | +43.7% |
| 6M | +113.0% | +9.2% | +103.8% | +123.1% |
| All | +100.0% | +12.2% | +87.8% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 1y: compounded portfolio wealth divided by compounded SUNB 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…
1y analysis · Full analysis span regression · 6 months rolling