-63.3%
GTLB vs ACGL
+159.2%
-222.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.1% | -1.1% |
| 7D | -11.1% | +0.9% | -12.0% | -11.3% |
| 30D | -7.5% | +13.7% | -21.2% | -10.8% |
| 3M | +34.8% | +8.0% | +26.7% | +31.7% |
| 6M | +98.0% | +13.3% | +84.7% | +91.0% |
| YTD | +28.1% | +11.8% | +16.3% | +23.5% |
| 1Y | +5.6% | +22.2% | -16.7% | -0.9% |
| 3Y | +15.9% | +32.5% | -16.5% | +2.4% |
| All | -63.3% | +159.2% | -222.5% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling