+66.3%
SLB vs GTLB
-50.5%
+116.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -4.3% | -10.9% | +6.6% | -3.7% |
| 30D | +1.9% | -15.3% | +17.2% | +2.8% |
| 3M | -5.7% | +14.6% | -20.3% | -6.5% |
| 6M | -5.3% | +79.6% | -84.9% | -8.7% |
| YTD | +32.2% | +24.3% | +7.8% | +29.8% |
| 1Y | +38.5% | +1.0% | +37.5% | +37.6% |
| 3Y | +1.1% | +4.6% | -3.5% | -1.2% |
| 5Y | +70.3% | -63.7% | +134.0% | +70.4% |
| All | +66.3% | -50.5% | +116.7% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling