+254.6%
SU vs GTLB
-50.8%
+305.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.7% |
| 7D | +1.6% | -6.6% | +8.1% | +1.8% |
| 30D | +10.7% | +13.7% | -3.0% | +10.1% |
| 3M | +13.5% | +52.9% | -39.4% | +11.3% |
| 6M | +21.8% | +88.5% | -66.7% | +18.1% |
| YTD | +58.8% | +23.4% | +35.4% | +56.7% |
| 1Y | +72.0% | -3.8% | +75.9% | +71.6% |
| 3Y | +121.7% | -11.5% | +133.2% | +118.5% |
| All | +254.6% | -50.8% | +305.4% | +249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling