-1.5%
GTLB vs ACGL
+2.4%
-3.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -2.9% | -5.6% |
| 7D | +4.6% | -2.9% | +7.5% | +4.3% |
| 30D | +21.0% | -2.8% | +23.8% | +20.5% |
| 3M | +51.7% | +6.8% | +44.9% | +55.1% |
| 6M | +89.3% | -1.5% | +90.8% | +88.2% |
| YTD | +25.6% | -0.2% | +25.9% | +26.0% |
| 1Y | -1.5% | +5.3% | -6.8% | +4.5% |
| All | -1.5% | +2.4% | -3.9% | +4.5% |
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