-60.1%
GTLB vs ACWI
+58.7%
-118.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.5% |
| 7D | -0.7% | +2.4% | -3.2% | -5.7% |
| 30D | -10.2% | -1.7% | -8.5% | -7.3% |
| 3M | +10.1% | -3.9% | +14.0% | +18.6% |
| 6M | +116.5% | +0.8% | +115.7% | +108.9% |
| YTD | +27.2% | +11.0% | +16.1% | -2.4% |
| 1Y | +8.6% | +13.1% | -4.5% | -20.4% |
| 3Y | +5.6% | +73.9% | -68.3% | -72.2% |
| All | -60.1% | +58.7% | -118.8% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling