+56.9%
SAP vs GTLB
-50.8%
+107.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -0.3% | -6.6% | +6.3% | +0.8% |
| 30D | +0.3% | +13.7% | -13.5% | -1.9% |
| 3M | +16.9% | +52.9% | -36.0% | +9.2% |
| 6M | +6.3% | +88.5% | -82.2% | -3.9% |
| YTD | -12.4% | +23.4% | -35.9% | -16.4% |
| 1Y | -21.6% | -3.8% | -17.8% | -23.1% |
| 3Y | +54.8% | -11.5% | +66.3% | +48.5% |
| All | +56.9% | -50.8% | +107.7% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling