+154.5%
SPMO vs GTLB
-50.8%
+205.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +2.7% | -6.6% | +9.3% | +3.3% |
| 30D | +1.1% | +13.7% | -12.7% | -0.2% |
| 3M | +2.0% | +52.9% | -50.9% | -2.2% |
| 6M | +26.5% | +88.5% | -62.0% | +18.2% |
| YTD | +26.5% | +23.4% | +3.1% | +22.8% |
| 1Y | +27.9% | -3.8% | +31.8% | +26.9% |
| 3Y | +160.4% | -11.5% | +171.9% | +154.6% |
| All | +154.5% | -50.8% | +205.4% | +141.8% |
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 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