+84.6%
GTLB vs ACWI
+2.1%
+82.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +0.6% |
| 7D | -9.6% | -0.7% | -9.0% | -8.8% |
| 30D | -15.5% | -2.0% | -13.5% | -14.1% |
| 3M | +12.4% | -2.2% | +14.5% | +14.3% |
| 6M | +84.6% | +1.9% | +82.7% | +86.4% |
| All | +84.6% | +2.1% | +82.5% | +86.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling