+231.7%
SPOT vs GTLB
-12.2%
+243.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.7% |
| 7D | -6.5% | -6.6% | +0.1% | -5.3% |
| 30D | +2.2% | +13.7% | -11.6% | -0.5% |
| 3M | +5.4% | +52.9% | -47.5% | -3.2% |
| 6M | -4.0% | +88.5% | -92.5% | -16.3% |
| YTD | -9.9% | +23.4% | -33.4% | -14.6% |
| 1Y | -27.3% | -3.8% | -23.5% | -27.8% |
| All | +231.7% | -12.2% | +243.9% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling