-52.0%
GTLB vs ALC
-8.2%
-43.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.2% | +2.6% |
| 7D | +11.1% | -2.1% | +13.2% | +12.8% |
| 30D | +37.8% | -0.1% | +37.9% | +38.2% |
| 3M | +61.6% | +5.9% | +55.7% | +55.0% |
| 6M | +98.9% | -15.9% | +114.9% | +122.8% |
| YTD | +32.8% | -10.1% | +42.9% | +40.5% |
| 1Y | +14.7% | -10.2% | +24.9% | +20.6% |
| 3Y | +1.3% | -13.6% | +14.9% | +2.1% |
| All | -52.0% | -8.2% | -43.9% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling