+94.0%
SPG vs GTLB
-47.1%
+141.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.1% |
| 7D | -2.4% | +11.1% | -13.4% | -3.5% |
| 30D | -6.8% | +37.8% | -44.6% | -10.1% |
| 3M | +2.7% | +61.6% | -58.9% | -2.9% |
| 6M | +5.5% | +98.9% | -93.5% | -3.2% |
| YTD | +15.7% | +32.8% | -17.1% | +10.8% |
| 1Y | +20.9% | +14.7% | +6.2% | +17.0% |
| 3Y | +112.4% | +1.3% | +111.0% | +102.2% |
| All | +94.0% | -47.1% | +141.1% | +76.7% |
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 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