+4,601.6%
SNDK vs GTLB
-33.1%
+4,634.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.3% |
| 7D | +8.8% | -4.1% | +12.9% | +9.4% |
| 30D | +33.2% | +12.3% | +20.8% | +31.0% |
| 3M | +3.0% | +65.9% | -62.9% | -5.4% |
| 6M | +173.5% | +104.0% | +69.5% | +135.4% |
| YTD | +613.0% | +26.0% | +587.0% | +614.2% |
| 1Y | +2,189.8% | -3.5% | +2,193.2% | +2,505.1% |
| All | +4,601.6% | -33.1% | +4,634.8% | +5,756.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling