+14.7%
GTLB vs ACGL
+4.8%
+9.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +0.8% |
| 7D | +11.1% | -0.7% | +11.8% | +11.0% |
| 30D | +37.8% | -1.0% | +38.8% | +37.5% |
| 3M | +61.6% | +11.0% | +50.5% | +66.8% |
| 6M | +98.9% | -0.3% | +99.2% | +97.0% |
| YTD | +32.8% | +2.3% | +30.5% | +33.7% |
| 1Y | +14.7% | +6.4% | +8.3% | +21.9% |
| All | +14.7% | +4.8% | +9.8% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling