+12.6%
GTLB vs ACM
-46.6%
+59.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.0% |
| 7D | -9.7% | +9.5% | -19.2% | -12.5% |
| 30D | +1.7% | +14.7% | -13.0% | -3.1% |
| 3M | +43.6% | -9.5% | +53.1% | +47.6% |
| 6M | +113.0% | -18.0% | +131.0% | +123.8% |
| YTD | +39.5% | -27.3% | +66.8% | +52.5% |
| 1Y | +12.6% | -47.0% | +59.6% | +18.6% |
| All | +12.6% | -46.6% | +59.2% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling