-10.9%
GTLB vs AEIS
+173.7%
-184.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.7% |
| 7D | -5.7% | +2.3% | -8.0% | -6.2% |
| 30D | +15.1% | -14.8% | +30.0% | +18.4% |
| 3M | +65.5% | -15.6% | +81.0% | +67.1% |
| 6M | +102.9% | -8.7% | +111.6% | +91.6% |
| YTD | +25.2% | +37.3% | -12.1% | -4.5% |
| 1Y | -5.5% | +80.3% | -85.9% | -38.9% |
| 3Y | -10.9% | +177.9% | -188.8% | -56.7% |
| All | -10.9% | +173.7% | -184.6% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 3y: compounded portfolio wealth divided by compounded AEIS 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…
3y analysis · Full analysis span regression · 6 months rolling