+4.6%
GTLB vs ACM
-7.4%
+12.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -10.9% | +6.6% | -17.5% | -13.7% |
| 30D | -15.3% | +19.8% | -35.1% | -22.6% |
| 3M | +14.6% | -3.1% | +17.7% | +15.3% |
| 6M | +79.6% | -11.5% | +91.1% | +89.3% |
| YTD | +24.3% | -24.7% | +49.0% | +41.7% |
| 1Y | +1.0% | -45.1% | +46.1% | +37.8% |
| 3Y | +4.6% | -8.9% | +13.5% | -4.1% |
| All | +4.6% | -7.4% | +12.0% | -4.1% |
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 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