-68.8%
SE vs GTLB
-49.8%
-19.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.7% |
| 7D | -4.8% | -4.1% | -0.7% | -3.4% |
| 30D | -18.1% | +12.3% | -30.4% | -22.2% |
| 3M | +30.6% | +65.9% | -35.3% | +7.4% |
| 6M | +20.8% | +104.0% | -83.2% | -10.6% |
| YTD | -15.6% | +26.0% | -41.6% | -26.1% |
| 1Y | -44.2% | -3.5% | -40.7% | -46.6% |
| 3Y | +181.5% | -9.6% | +191.2% | +142.2% |
| All | -68.8% | -49.8% | -19.0% | -73.7% |
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