+82.9%
SPY vs GTLB
-49.8%
+132.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +3.3% | -3.5% | +6.8% | +3.7% |
| 30D | -2.7% | -9.0% | +6.3% | -1.7% |
| 3M | -1.7% | +15.9% | -17.6% | -3.6% |
| 6M | +3.1% | +104.9% | -101.8% | -5.5% |
| YTD | +11.9% | +26.0% | -14.1% | +7.5% |
| 1Y | +12.0% | +1.8% | +10.2% | +10.1% |
| 3Y | +78.2% | +6.0% | +72.2% | +69.2% |
| 5Y | +73.2% | -62.2% | +135.4% | +62.5% |
| All | +82.9% | -49.8% | +132.8% | +70.8% |
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 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