-53.7%
GTLB vs AMBA
-62.3%
+8.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -8.0% | -4.2% |
| 7D | -11.1% | -7.2% | -3.9% | -8.5% |
| 30D | -7.5% | -10.4% | +2.9% | -3.8% |
| 3M | +34.8% | -30.1% | +64.9% | +52.9% |
| 6M | +98.0% | -22.4% | +120.4% | +96.1% |
| YTD | +28.1% | -17.3% | +45.5% | +19.8% |
| 1Y | +5.6% | -35.4% | +40.9% | +9.4% |
| 3Y | +15.9% | +18.6% | -2.7% | -26.2% |
| 5Y | -61.1% | -69.8% | +8.7% | -56.8% |
| All | -53.7% | -62.3% | +8.6% | -48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling