+455.3%
SN vs GTLB
-3.0%
+458.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +5.0% | +3.3% |
| 7D | +7.6% | -9.6% | +17.2% | +9.3% |
| 30D | +24.1% | -14.5% | +38.5% | +26.9% |
| 3M | +23.7% | +20.9% | +2.8% | +19.5% |
| 6M | +105.5% | +81.4% | +24.2% | +84.8% |
| YTD | +105.1% | +25.6% | +79.5% | +95.2% |
| 1Y | +148.3% | +3.4% | +144.8% | +144.5% |
| 3Y | +438.7% | +8.9% | +429.8% | +436.6% |
| All | +455.3% | -3.0% | +458.4% | +434.3% |
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