+196.3%
SE vs GTLB
-8.4%
+204.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +2.1% |
| 7D | +0.6% | +4.6% | -4.0% | -0.4% |
| 30D | -0.1% | +21.0% | -21.1% | -4.1% |
| 3M | +34.1% | +51.7% | -17.6% | +22.9% |
| 6M | +23.2% | +89.3% | -66.1% | +6.9% |
| YTD | -11.2% | +25.6% | -36.8% | -16.3% |
| 1Y | -40.5% | -1.5% | -39.0% | -41.2% |
| 3Y | +196.3% | -9.9% | +206.2% | +204.2% |
| All | +196.3% | -8.4% | +204.7% | +204.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling