+104.9%
GTLB vs ALM
-63.0%
+167.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.5% |
| 7D | -3.5% | -4.0% | +0.5% | -3.7% |
| 30D | -9.0% | -30.5% | +21.5% | -11.7% |
| 3M | +15.9% | -46.9% | +62.8% | +10.2% |
| 6M | +104.9% | -65.5% | +170.4% | +87.7% |
| All | +104.9% | -63.0% | +167.8% | +87.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling