-54.6%
GTLB vs ALM
+1,108.8%
-1,163.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +8.8% | -14.2% | -5.6% |
| 7D | +4.6% | +8.4% | -3.9% | +4.3% |
| 30D | +21.0% | +34.8% | -13.8% | +19.8% |
| 3M | +51.7% | +16.2% | +35.5% | +50.5% |
| 6M | +89.3% | +2.1% | +87.1% | +86.9% |
| YTD | +25.6% | +117.0% | -91.4% | +18.4% |
| 1Y | -1.5% | +313.9% | -315.4% | -11.6% |
| 3Y | -9.9% | +2,327.9% | -2,337.9% | -30.5% |
| All | -54.6% | +1,108.8% | -1,163.4% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling