-55.4%
GTLB vs AEIS
+233.7%
-289.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | -6.6% | +6.5% | -13.0% | -9.2% |
| 30D | +13.7% | -9.2% | +22.9% | +17.1% |
| 3M | +52.9% | -8.3% | +61.3% | +48.2% |
| 6M | +88.5% | -6.3% | +94.8% | +67.9% |
| YTD | +23.4% | +36.5% | -13.1% | -18.1% |
| 1Y | -3.8% | +84.8% | -88.6% | -50.9% |
| 3Y | -11.5% | +176.6% | -188.1% | -70.6% |
| All | -55.4% | +233.7% | -289.1% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling