+112.5%
SPOT vs GTLB
-50.1%
+162.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | -3.1% | -5.7% | +2.6% | -1.7% |
| 30D | +7.4% | +15.1% | -7.8% | +3.3% |
| 3M | +8.2% | +65.5% | -57.3% | -5.4% |
| 6M | +2.2% | +102.9% | -100.7% | -16.9% |
| YTD | -9.5% | +25.2% | -34.7% | -17.0% |
| 1Y | -23.8% | -5.5% | -18.3% | -25.5% |
| 3Y | +233.5% | -10.9% | +244.4% | +207.6% |
| All | +112.5% | -50.1% | +162.7% | +91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling