+84.6%
SPY vs GTLB
-50.0%
+134.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.8% | 0.0% |
| 7D | +0.5% | +4.6% | -4.0% | 0.0% |
| 30D | -0.9% | +21.0% | -21.9% | -3.1% |
| 3M | +3.9% | +51.7% | -47.8% | -1.1% |
| 6M | +14.5% | +89.3% | -74.8% | +5.7% |
| YTD | +12.9% | +25.6% | -12.7% | +8.7% |
| 1Y | +19.4% | -1.5% | +20.9% | +17.7% |
| 3Y | +78.5% | -9.9% | +88.4% | +72.4% |
| All | +84.6% | -50.0% | +134.6% | +72.7% |
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