+90.3%
GTLB vs SUNB
-5.1%
+95.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.9% | +2.1% |
| 7D | +11.1% | -6.3% | +17.4% | +9.0% |
| 30D | +37.8% | -14.2% | +52.0% | +32.0% |
| 3M | +61.6% | -14.7% | +76.3% | +55.2% |
| 6M | +98.9% | -7.9% | +106.8% | +105.1% |
| All | +90.3% | -5.1% | +95.3% | +97.5% |
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