+76.8%
SPYM vs GTLB
-12.2%
+89.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.3% |
| 7D | -0.4% | -6.6% | +6.2% | +0.3% |
| 30D | -1.4% | +13.7% | -15.1% | -2.9% |
| 3M | +3.7% | +52.9% | -49.2% | -1.2% |
| 6M | +13.0% | +88.5% | -75.4% | +4.5% |
| YTD | +12.5% | +23.4% | -11.0% | +9.1% |
| 1Y | +18.6% | -3.8% | +22.4% | +18.3% |
| All | +76.8% | -12.2% | +89.0% | +72.4% |
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