-52.0%
GTLB vs ALM
+1,010.8%
-1,062.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | +11.1% | -2.6% | +13.7% | +11.1% |
| 30D | +37.8% | +32.0% | +5.8% | +36.5% |
| 3M | +61.6% | -15.0% | +76.6% | +62.0% |
| 6M | +98.9% | -10.1% | +109.1% | +97.5% |
| YTD | +32.8% | +99.4% | -66.7% | +25.5% |
| 1Y | +14.7% | +316.4% | -301.7% | +2.7% |
| 3Y | +1.3% | +2,022.0% | -2,020.6% | -21.3% |
| All | -52.0% | +1,010.8% | -1,062.8% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling