+4.6%
GTLB vs ACI
-31.0%
+35.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | -9.0% | +4.9% | -13.9% | -9.5% |
| 3M | +15.9% | +11.1% | +4.8% | +14.4% |
| 6M | +104.9% | -14.9% | +119.8% | +105.2% |
| YTD | +26.0% | -19.6% | +45.6% | +26.4% |
| 1Y | +1.8% | -22.7% | +24.5% | +2.2% |
| All | +4.6% | -31.0% | +35.5% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling