+4,437.1%
SNDK vs GTLB
-33.6%
+4,470.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -6.1% | -5.7% | -0.4% | -5.5% |
| 30D | +21.5% | +15.1% | +6.4% | +19.2% |
| 3M | -13.2% | +65.5% | -78.6% | -20.2% |
| 6M | +149.2% | +102.9% | +46.3% | +114.6% |
| YTD | +588.1% | +25.2% | +562.9% | +589.8% |
| 1Y | +1,837.5% | -5.5% | +1,843.1% | +2,120.1% |
| All | +4,437.1% | -33.6% | +4,470.6% | +5,555.9% |
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