-78.6%
SE vs GTLB
-49.8%
-28.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.2% |
| 7D | -7.7% | -9.6% | +1.9% | -4.4% |
| 30D | -22.8% | -15.5% | -7.3% | -18.5% |
| 3M | -43.7% | +12.4% | -56.1% | -47.0% |
| 6M | -12.8% | +84.6% | -97.4% | -32.7% |
| YTD | -42.0% | +26.1% | -68.1% | -49.6% |
| 1Y | -48.0% | +1.7% | -49.7% | -51.3% |
| 3Y | +62.7% | +6.1% | +56.6% | +30.0% |
| 5Y | -77.8% | -61.1% | -16.7% | -81.1% |
| All | -78.6% | -49.8% | -28.8% | -82.1% |
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