-12.1%
GTLB vs ALC
-16.2%
+4.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | -6.6% | -5.3% | -1.3% | -4.5% |
| 30D | +13.7% | -7.1% | +20.8% | +17.3% |
| 3M | +52.9% | +0.8% | +52.1% | +52.8% |
| 6M | +88.5% | -16.0% | +104.5% | +101.5% |
| YTD | +23.4% | -12.7% | +36.2% | +29.6% |
| 1Y | -3.8% | -12.8% | +9.0% | +0.6% |
| All | -12.1% | -16.2% | +4.1% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling