-55.4%
GTLB vs ACI
-35.2%
-20.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -1.4% |
| 7D | -6.6% | -5.0% | -1.5% | -5.9% |
| 30D | +13.7% | -2.3% | +16.1% | +14.1% |
| 3M | +52.9% | -23.2% | +76.1% | +57.1% |
| 6M | +88.5% | -29.5% | +118.0% | +95.4% |
| YTD | +23.4% | -28.6% | +52.1% | +27.6% |
| 1Y | -3.8% | -34.0% | +30.2% | 0.0% |
| 3Y | -11.5% | -45.0% | +33.5% | -6.6% |
| All | -55.4% | -35.2% | -20.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling