+158.9%
SN vs GTLB
+6.1%
+152.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +10.6% | -9.7% | +20.3% | +11.1% |
| 30D | +20.0% | +1.7% | +18.3% | +20.0% |
| 3M | +30.4% | +43.6% | -13.2% | +29.3% |
| 6M | +91.0% | +113.0% | -22.0% | +90.0% |
| YTD | +95.9% | +39.5% | +56.4% | +91.4% |
| 1Y | +158.9% | +12.6% | +146.3% | +145.4% |
| All | +158.9% | +6.1% | +152.8% | +145.4% |
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