-54.5%
GTLB vs ACM
+16.1%
-70.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -3.5% | +5.1% | -8.6% | -7.2% |
| 30D | -9.0% | +18.7% | -27.7% | -20.2% |
| 3M | +15.9% | +15.5% | +0.4% | +2.8% |
| 6M | +104.9% | +1.2% | +103.6% | +97.2% |
| YTD | +26.0% | -25.2% | +51.2% | +52.6% |
| 1Y | +1.8% | -46.3% | +48.1% | +64.1% |
| 3Y | +6.0% | -9.6% | +15.5% | -6.2% |
| 5Y | -62.2% | +4.4% | -66.6% | -72.1% |
| All | -54.5% | +16.1% | -70.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling