+111.9%
SPG vs GTLB
-8.4%
+120.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.5% | +1.6% |
| 7D | 0.0% | +4.6% | -4.6% | -0.4% |
| 30D | -4.9% | +21.0% | -25.9% | -6.7% |
| 3M | +3.3% | +51.7% | -48.4% | -0.9% |
| 6M | +11.2% | +89.3% | -78.1% | +3.9% |
| YTD | +17.1% | +25.6% | -8.6% | +14.2% |
| 1Y | +21.6% | -1.5% | +23.1% | +21.7% |
| 3Y | +111.9% | -9.9% | +121.8% | +103.8% |
| All | +111.9% | -8.4% | +120.3% | +103.8% |
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