+101.7%
SMR vs GTLB
+5.1%
+96.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.6% |
| 7D | -8.3% | -0.7% | -7.5% | -8.1% |
| 30D | -20.1% | -10.2% | -9.9% | -17.0% |
| 3M | -52.7% | +10.1% | -62.8% | -54.6% |
| 6M | -61.0% | +116.5% | -177.5% | -71.3% |
| YTD | -67.1% | +27.2% | -94.3% | -70.8% |
| 1Y | -79.9% | +8.6% | -88.4% | -81.1% |
| 3Y | +101.7% | +5.6% | +96.2% | +75.2% |
| All | +101.7% | +5.1% | +96.6% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling