+12.6%
GTLB vs ALC
+4.2%
+8.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -1.9% |
| 7D | -9.7% | +10.7% | -20.4% | -12.5% |
| 30D | +1.7% | +20.2% | -18.5% | -4.2% |
| 3M | +43.6% | +8.9% | +34.7% | +39.5% |
| 6M | +113.0% | +5.7% | +107.2% | +107.5% |
| YTD | +39.5% | -1.4% | +41.0% | +37.0% |
| 1Y | +12.6% | +4.7% | +7.9% | +9.3% |
| All | +12.6% | +4.2% | +8.4% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling