+68.9%
SE vs GTLB
+7.7%
+61.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | 0.0% | -10.9% | +10.9% | +2.2% |
| 30D | -19.4% | -15.3% | -4.1% | -17.1% |
| 3M | -33.1% | +14.6% | -47.7% | -35.2% |
| 6M | -11.4% | +79.6% | -91.0% | -21.8% |
| YTD | -39.8% | +24.3% | -64.1% | -43.2% |
| 1Y | -50.5% | +1.0% | -51.5% | -51.3% |
| 3Y | +68.9% | +4.6% | +64.3% | +98.7% |
| All | +68.9% | +7.7% | +61.2% | +98.7% |
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 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