+45.3%
SO vs GTLB
-8.4%
+53.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +0.8% |
| 7D | +1.0% | +4.6% | -3.5% | +1.2% |
| 30D | -3.2% | +21.0% | -24.2% | -2.5% |
| 3M | -1.7% | +51.7% | -53.4% | -0.1% |
| 6M | -7.2% | +89.3% | -96.5% | -4.8% |
| YTD | +4.6% | +25.6% | -21.1% | +6.1% |
| 1Y | +1.2% | -1.5% | +2.8% | +2.2% |
| 3Y | +45.3% | -9.9% | +55.2% | +43.4% |
| All | +45.3% | -8.4% | +53.7% | +43.4% |
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