-73.1%
SMR vs GTLB
+14.4%
-87.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +4.4% | +11.1% | -6.6% | +2.0% |
| 30D | +3.4% | +37.8% | -34.4% | -3.4% |
| 3M | -19.2% | +61.6% | -80.7% | -27.0% |
| 6M | -22.6% | +98.9% | -121.6% | -34.5% |
| YTD | -31.5% | +32.8% | -64.3% | -37.9% |
| 1Y | -73.1% | +14.7% | -87.7% | -73.7% |
| All | -73.1% | +14.4% | -87.5% | -73.7% |
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 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