-54.5%
GTLB vs ACI
-27.0%
-27.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | -9.0% | +4.9% | -13.9% | -9.7% |
| 3M | +15.9% | +11.1% | +4.8% | +14.1% |
| 6M | +104.9% | -14.9% | +119.8% | +107.1% |
| YTD | +26.0% | -19.6% | +45.6% | +28.0% |
| 1Y | +1.8% | -22.7% | +24.5% | +3.8% |
| 3Y | +6.0% | -31.2% | +37.2% | +8.0% |
| 5Y | -62.2% | -42.3% | -19.8% | -61.7% |
| All | -54.5% | -27.0% | -27.5% | -50.2% |
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