-54.5%
GTLB vs ALM
+947.6%
-1,002.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.6% | +11.7% | +2.4% |
| 7D | -4.1% | -7.1% | +3.0% | -3.9% |
| 30D | +12.3% | +24.7% | -12.4% | +11.4% |
| 3M | +65.9% | +8.3% | +57.6% | +64.7% |
| 6M | +104.0% | -22.2% | +126.1% | +103.8% |
| YTD | +26.0% | +88.1% | -62.0% | +19.2% |
| 1Y | -3.5% | +272.4% | -275.8% | -13.2% |
| 3Y | -9.6% | +2,004.1% | -2,013.8% | -30.0% |
| All | -54.5% | +947.6% | -1,002.0% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling