-54.6%
GTLB vs ACWI
+71.7%
-126.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.4% |
| 7D | +4.6% | +1.1% | +3.5% | +2.4% |
| 30D | +21.0% | -0.2% | +21.2% | +21.5% |
| 3M | +51.7% | +4.7% | +47.0% | +37.2% |
| 6M | +89.3% | +14.5% | +74.8% | +38.0% |
| YTD | +25.6% | +14.6% | +11.0% | -9.0% |
| 1Y | -1.5% | +21.4% | -23.0% | -37.8% |
| 3Y | -9.9% | +77.6% | -87.5% | -76.9% |
| All | -54.6% | +71.7% | -126.3% | -85.2% |
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