-54.6%
GTLB vs ALC
-9.9%
-44.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.0% |
| 7D | +4.6% | -3.7% | +8.2% | +7.5% |
| 30D | +21.0% | -3.7% | +24.7% | +24.5% |
| 3M | +51.7% | +4.6% | +47.2% | +46.9% |
| 6M | +89.3% | -14.6% | +103.9% | +109.4% |
| YTD | +25.6% | -11.9% | +37.5% | +35.0% |
| 1Y | -1.5% | -13.1% | +11.6% | +6.2% |
| 3Y | -9.9% | -15.0% | +5.1% | -8.2% |
| All | -54.6% | -9.9% | -44.7% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling