+5.1%
SBUX vs GTLB
-47.1%
+52.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.4% |
| 7D | -3.1% | +11.1% | -14.2% | -4.3% |
| 30D | -0.9% | +37.8% | -38.7% | -4.6% |
| 3M | +11.6% | +61.6% | -50.0% | +5.3% |
| 6M | +8.8% | +98.9% | -90.1% | -0.6% |
| YTD | +26.3% | +32.8% | -6.5% | +20.6% |
| 1Y | +23.1% | +14.7% | +8.5% | +19.0% |
| 3Y | +15.0% | +1.3% | +13.6% | +8.8% |
| All | +5.1% | -47.1% | +52.3% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling