-3.8%
GTLB vs ALM
+312.4%
-316.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.9% |
| 7D | -6.6% | +3.6% | -10.2% | -6.4% |
| 30D | +13.7% | +33.8% | -20.0% | +15.4% |
| 3M | +52.9% | +14.8% | +38.1% | +54.4% |
| 6M | +88.5% | -7.0% | +95.4% | +88.7% |
| YTD | +23.4% | +108.1% | -84.6% | +19.4% |
| 1Y | -3.8% | +313.8% | -317.6% | -15.8% |
| All | -3.8% | +312.4% | -316.2% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling