+70.8%
SAP vs GTLB
-61.8%
+132.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.8% |
| 7D | -0.7% | -11.1% | +10.4% | +1.2% |
| 30D | +11.1% | -7.5% | +18.6% | +12.2% |
| 3M | +17.0% | +34.8% | -17.7% | +11.1% |
| 6M | +34.8% | +98.0% | -63.1% | +20.5% |
| YTD | -2.2% | +28.1% | -30.4% | -7.6% |
| 1Y | -6.4% | +5.6% | -12.0% | -9.5% |
| 3Y | +75.1% | +15.9% | +59.2% | +61.9% |
| All | +70.8% | -61.8% | +132.6% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling