+81.5%
SPG vs GTLB
-64.3%
+145.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.2% |
| 7D | +5.1% | -9.6% | +14.7% | +6.2% |
| 30D | +16.8% | -14.5% | +31.3% | +18.6% |
| 3M | +5.7% | +20.9% | -15.3% | +3.0% |
| 6M | +17.8% | +81.4% | -63.6% | +9.2% |
| YTD | +30.1% | +25.6% | +4.6% | +24.9% |
| 1Y | +32.8% | +3.4% | +29.3% | +30.2% |
| 3Y | +137.2% | +8.9% | +128.3% | +123.3% |
| 5Y | +81.5% | -64.0% | +145.4% | +66.6% |
| All | +81.5% | -64.3% | +145.8% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling