+432.7%
SN vs GTLB
-2.7%
+435.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | +1.4% | -3.5% | +4.9% | +1.9% |
| 30D | +16.6% | -9.0% | +25.6% | +18.2% |
| 3M | +18.3% | +15.9% | +2.4% | +15.0% |
| 6M | +103.1% | +104.9% | -1.8% | +79.2% |
| YTD | +96.7% | +26.0% | +70.8% | +87.1% |
| 1Y | +134.3% | +1.8% | +132.6% | +131.6% |
| 3Y | +425.2% | +6.0% | +419.2% | +421.9% |
| All | +432.7% | -2.7% | +435.4% | +412.3% |
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