+67.6%
SO vs GTLB
-50.8%
+118.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | 0.0% | -6.6% | +6.6% | 0.0% |
| 30D | -2.5% | +13.7% | -16.2% | -2.4% |
| 3M | -4.2% | +52.9% | -57.1% | -4.0% |
| 6M | -7.7% | +88.5% | -96.1% | -7.4% |
| YTD | +3.8% | +23.4% | -19.6% | +4.1% |
| 1Y | +0.1% | -3.8% | +3.9% | +0.4% |
| 3Y | +44.2% | -11.5% | +55.7% | +44.1% |
| All | +67.6% | -50.8% | +118.5% | +66.2% |
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 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