-54.5%
GTLB vs ACWI
+67.8%
-122.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | -0.9% |
| 7D | -9.6% | -0.7% | -9.0% | -8.6% |
| 30D | -15.5% | -2.0% | -13.5% | -12.2% |
| 3M | +12.4% | -2.2% | +14.5% | +16.8% |
| 6M | +84.6% | +1.9% | +82.7% | +74.4% |
| YTD | +26.1% | +12.0% | +14.1% | -4.9% |
| 1Y | +1.7% | +12.5% | -10.8% | -24.4% |
| 3Y | +6.1% | +75.4% | -69.3% | -72.6% |
| 5Y | -61.1% | +61.5% | -122.6% | -85.3% |
| All | -54.5% | +67.8% | -122.2% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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