-75.5%
SMR vs GTLB
-4.2%
-71.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.7% | -15.0% | -15.5% |
| 7D | -11.2% | -5.7% | -5.5% | -10.3% |
| 30D | -10.2% | +15.1% | -25.4% | -13.4% |
| 3M | -10.0% | +65.5% | -75.5% | -20.0% |
| 6M | -30.5% | +102.9% | -133.3% | -42.4% |
| YTD | -39.2% | +25.2% | -64.4% | -44.2% |
| 1Y | -75.5% | -5.5% | -70.0% | -71.6% |
| All | -75.5% | -4.2% | -71.3% | -71.6% |
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