+77.6%
SO vs GTLB
-49.4%
+127.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +1.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.3% |
| 30D | +4.7% | -10.2% | +14.9% | +4.6% |
| 3M | +1.7% | +10.1% | -8.4% | +1.7% |
| 6M | +2.2% | +116.5% | -114.3% | +2.4% |
| YTD | +10.0% | +27.2% | -17.2% | +10.3% |
| 1Y | +6.0% | +8.6% | -2.5% | +6.4% |
| 3Y | +54.1% | +5.6% | +48.5% | +53.7% |
| 5Y | +79.6% | -61.8% | +141.5% | +77.8% |
| All | +77.6% | -49.4% | +127.0% | +76.0% |
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