-1.5%
GTLB vs AMBA
-24.5%
+23.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.5% |
| 7D | +4.6% | -6.4% | +11.0% | +5.1% |
| 30D | +21.0% | -26.8% | +47.8% | +24.0% |
| 3M | +51.7% | -7.6% | +59.3% | +51.0% |
| 6M | +89.3% | +21.2% | +68.1% | +70.4% |
| YTD | +25.6% | -10.4% | +36.0% | +19.0% |
| 1Y | -1.5% | -24.4% | +22.9% | -3.0% |
| All | -1.5% | -24.5% | +23.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AMBA 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling