+63.5%
SLB vs GTLB
+2.8%
+60.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.6% |
| 7D | +0.4% | +4.6% | -4.1% | +0.3% |
| 30D | +13.6% | +21.0% | -7.4% | +13.5% |
| 3M | +1.5% | +51.7% | -50.2% | +1.5% |
| 6M | +23.0% | +89.3% | -66.3% | +22.5% |
| YTD | +51.2% | +25.6% | +25.6% | +54.8% |
| 1Y | +63.5% | -1.5% | +65.0% | +70.0% |
| All | +63.5% | +2.8% | +60.7% | +70.0% |
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