-14.4%
SMR vs GTLB
-18.9%
+4.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.7% | -15.0% | -15.5% |
| 7D | -11.2% | -5.7% | -5.5% | -10.4% |
| 30D | -10.2% | +15.1% | -25.4% | -12.8% |
| 3M | -10.0% | +65.5% | -75.5% | -18.9% |
| 6M | -30.5% | +102.9% | -133.3% | -40.3% |
| YTD | -39.2% | +25.2% | -64.4% | -43.0% |
| 1Y | -75.5% | -5.5% | -70.0% | -75.9% |
| 3Y | +45.4% | -10.9% | +56.3% | +42.2% |
| All | -14.4% | -18.9% | +4.5% | -18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling