+73.1%
SPYM vs GTLB
-62.5%
+135.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +2.6% | -0.7% | +3.3% | +2.6% |
| 30D | -2.0% | -10.2% | +8.2% | -0.9% |
| 3M | -2.8% | +10.1% | -12.9% | -4.1% |
| 6M | +2.2% | +116.5% | -114.3% | -6.9% |
| YTD | +11.5% | +27.2% | -15.6% | +7.1% |
| 1Y | +13.5% | +8.6% | +5.0% | +10.7% |
| 3Y | +78.0% | +5.6% | +72.5% | +69.0% |
| All | +73.1% | -62.5% | +135.6% | +62.4% |
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 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