-9.9%
GTLB vs ACM
-19.8%
+9.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.0% |
| 7D | +4.6% | -0.3% | +4.9% | +4.8% |
| 30D | +21.0% | -12.9% | +33.9% | +28.9% |
| 3M | +51.7% | -6.4% | +58.1% | +54.9% |
| 6M | +89.3% | -29.2% | +118.5% | +125.1% |
| YTD | +25.6% | -29.9% | +55.6% | +49.3% |
| 1Y | -1.5% | -47.3% | +45.7% | +36.9% |
| 3Y | -9.9% | -19.6% | +9.7% | -9.9% |
| All | -9.9% | -19.8% | +9.9% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling