+492.7%
SPCX vs GTLB
+10.0%
+482.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.3% |
| 7D | +13.2% | -3.5% | +16.7% | +20.6% |
| 30D | -10.6% | -9.0% | -1.6% | +3.6% |
| 3M | -4.2% | +15.9% | -20.1% | -45.1% |
| 6M | +536.7% | +107.7% | +428.9% | +20.6% |
| YTD | +542.4% | +26.0% | +516.4% | +22.9% |
| 1Y | +446.0% | +1.8% | +444.2% | +4.9% |
| All | +492.7% | +10.0% | +482.7% | +5.0% |
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