-0.6%
SBUX vs GTLB
-50.1%
+49.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -5.5% | -5.7% | +0.2% | -4.9% |
| 30D | -8.5% | +15.1% | -23.6% | -10.0% |
| 3M | -2.9% | +65.5% | -68.4% | -8.6% |
| 6M | -1.5% | +102.9% | -104.4% | -10.2% |
| YTD | +19.4% | +25.2% | -5.8% | +14.7% |
| 1Y | +22.9% | -5.5% | +28.5% | +21.7% |
| 3Y | +11.3% | -10.9% | +22.2% | +7.0% |
| All | -0.6% | -50.1% | +49.5% | -13.4% |
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