+77.6%
SO vs GTLB
-50.0%
+127.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | -1.1% | -9.6% | +8.5% | -1.2% |
| 30D | +8.6% | -14.5% | +23.1% | +8.5% |
| 3M | +1.8% | +20.9% | -19.1% | +1.9% |
| 6M | +3.6% | +81.4% | -77.7% | +3.9% |
| YTD | +9.9% | +25.6% | -15.6% | +10.2% |
| 1Y | +5.7% | +3.4% | +2.3% | +6.0% |
| 3Y | +52.5% | +8.9% | +43.6% | +52.0% |
| 5Y | +77.3% | -64.0% | +141.3% | +75.4% |
| All | +77.6% | -50.0% | +127.6% | +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 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