+5.6%
GTLB vs ACGL
+33.8%
-28.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | -0.7% | +2.2% | -2.9% | -0.9% |
| 30D | -10.2% | +12.3% | -22.5% | -11.1% |
| 3M | +10.1% | +11.8% | -1.7% | +9.0% |
| 6M | +116.5% | +17.5% | +99.0% | +114.0% |
| YTD | +27.2% | +14.3% | +12.9% | +25.7% |
| 1Y | +8.6% | +18.2% | -9.6% | +7.1% |
| 3Y | +5.6% | +33.2% | -27.6% | +8.3% |
| All | +5.6% | +33.8% | -28.2% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling