+7.3%
SBUX vs GTLB
-62.5%
+69.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.3% |
| 7D | +1.6% | -0.7% | +2.3% | +1.6% |
| 30D | +14.8% | -10.2% | +25.0% | +16.1% |
| 3M | -0.8% | +10.1% | -10.9% | -2.2% |
| 6M | +2.2% | +116.5% | -114.2% | -7.5% |
| YTD | +29.5% | +27.2% | +2.3% | +23.8% |
| 1Y | +27.0% | +8.6% | +18.5% | +23.6% |
| 3Y | +10.9% | +5.6% | +5.4% | +4.2% |
| All | +7.3% | -62.5% | +69.8% | -7.4% |
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 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