-52.0%
GTLB vs AEIS
+228.3%
-280.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.4% | 0.0% |
| 7D | +11.1% | +3.0% | +8.1% | +9.7% |
| 30D | +37.8% | -14.6% | +52.5% | +45.8% |
| 3M | +61.6% | -12.4% | +74.0% | +59.7% |
| 6M | +98.9% | -15.0% | +113.9% | +87.0% |
| YTD | +32.8% | +34.3% | -1.5% | -11.3% |
| 1Y | +14.7% | +87.4% | -72.7% | -42.3% |
| 3Y | +1.3% | +139.8% | -138.4% | -61.8% |
| All | -52.0% | +228.3% | -280.4% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling