-54.6%
GTLB vs ACI
-33.6%
-21.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -5.0% |
| 7D | +4.6% | -2.6% | +7.1% | +4.9% |
| 30D | +21.0% | +1.1% | +19.9% | +20.8% |
| 3M | +51.7% | -23.6% | +75.4% | +55.8% |
| 6M | +89.3% | -29.9% | +119.2% | +96.2% |
| YTD | +25.6% | -26.9% | +52.5% | +29.4% |
| 1Y | -1.5% | -34.2% | +32.7% | +2.4% |
| 3Y | -9.9% | -43.6% | +33.7% | -5.3% |
| All | -54.6% | -33.6% | -21.0% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling