+149.8%
SPMO vs GTLB
-49.8%
+199.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | +0.1% | -4.1% | +4.2% | +0.4% |
| 30D | -0.7% | +12.3% | -13.0% | -1.9% |
| 3M | +2.8% | +65.9% | -63.1% | -2.2% |
| 6M | +24.4% | +104.0% | -79.5% | +15.3% |
| YTD | +24.2% | +26.0% | -1.9% | +20.3% |
| 1Y | +24.5% | -3.5% | +28.0% | +23.5% |
| 3Y | +155.6% | -9.6% | +165.2% | +149.4% |
| All | +149.8% | -49.8% | +199.6% | +136.9% |
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