-48.0%
SE vs GTLB
+3.7%
-51.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.8% |
| 7D | -7.7% | -9.6% | +1.9% | -6.6% |
| 30D | -22.8% | -15.5% | -7.3% | -21.4% |
| 3M | -43.7% | +12.4% | -56.1% | -44.8% |
| 6M | -12.8% | +84.6% | -97.4% | -18.4% |
| YTD | -42.0% | +26.1% | -68.1% | -43.3% |
| 1Y | -48.0% | +1.7% | -49.7% | -48.1% |
| All | -48.0% | +3.7% | -51.7% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling