+118.7%
SPG vs GTLB
-49.8%
+168.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.1% | -3.5% | +6.6% | +3.5% |
| 30D | +16.4% | -9.0% | +25.4% | +17.4% |
| 3M | +7.1% | +15.9% | -8.8% | +5.0% |
| 6M | +16.1% | +104.9% | -88.8% | +6.4% |
| YTD | +30.4% | +26.0% | +4.5% | +25.3% |
| 1Y | +33.0% | +1.8% | +31.2% | +30.7% |
| 3Y | +134.6% | +6.0% | +128.7% | +122.0% |
| 5Y | +84.9% | -62.2% | +147.1% | +67.3% |
| All | +118.7% | -49.8% | +168.5% | +99.7% |
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