-52.0%
GTLB vs ACM
+9.7%
-61.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | +11.1% | -3.7% | +14.8% | +14.2% |
| 30D | +37.8% | -11.1% | +48.9% | +48.9% |
| 3M | +61.6% | -8.0% | +69.6% | +68.8% |
| 6M | +98.9% | -29.7% | +128.6% | +157.8% |
| YTD | +32.8% | -29.4% | +62.1% | +69.0% |
| 1Y | +14.7% | -46.4% | +61.1% | +82.9% |
| 3Y | +1.3% | -22.3% | +23.7% | +5.4% |
| All | -52.0% | +9.7% | -61.7% | -68.0% |
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