-55.4%
GTLB vs ACM
+5.4%
-60.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | +0.6% |
| 7D | -6.6% | -3.7% | -2.9% | -3.9% |
| 30D | +13.7% | -12.7% | +26.4% | +24.6% |
| 3M | +52.9% | -9.8% | +62.7% | +62.1% |
| 6M | +88.5% | -31.4% | +119.9% | +148.8% |
| YTD | +23.4% | -32.1% | +55.5% | +61.9% |
| 1Y | -3.8% | -47.8% | +44.0% | +56.0% |
| 3Y | -11.5% | -22.1% | +10.6% | -9.9% |
| All | -55.4% | +5.4% | -60.8% | -69.4% |
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