+12.8%
SBUX vs GTLB
-12.2%
+24.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.8% |
| 7D | -6.3% | -6.6% | +0.3% | -5.7% |
| 30D | -3.9% | +13.7% | -17.6% | -5.1% |
| 3M | +3.3% | +52.9% | -49.6% | -1.0% |
| 6M | +1.4% | +88.5% | -87.0% | -5.3% |
| YTD | +21.0% | +23.4% | -2.5% | +17.8% |
| 1Y | +22.4% | -3.8% | +26.2% | +22.3% |
| All | +12.8% | -12.2% | +24.9% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling