-54.5%
GTLB vs ACM
+16.3%
-70.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.8% |
| 7D | -9.6% | +3.0% | -12.6% | -11.7% |
| 30D | -15.5% | +19.7% | -35.2% | -26.5% |
| 3M | +12.4% | +5.3% | +7.1% | +6.7% |
| 6M | +84.6% | -10.8% | +95.3% | +96.9% |
| YTD | +26.1% | -25.1% | +51.2% | +52.5% |
| 1Y | +1.7% | -45.8% | +47.5% | +62.5% |
| 3Y | +6.1% | -9.4% | +15.4% | -6.3% |
| 5Y | -61.1% | +4.8% | -65.9% | -71.5% |
| All | -54.5% | +16.3% | -70.8% | -71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling