-62.2%
GTLB vs AMBA
-68.7%
+6.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | -3.5% | +10.7% | -14.2% | -7.6% |
| 30D | -9.0% | -5.0% | -4.0% | -7.4% |
| 3M | +15.9% | -26.9% | +42.8% | +29.2% |
| 6M | +104.9% | -21.9% | +126.8% | +102.8% |
| YTD | +26.0% | -13.8% | +39.8% | +15.6% |
| 1Y | +1.8% | -36.1% | +37.9% | +6.5% |
| 3Y | +6.0% | +21.6% | -15.6% | -33.7% |
| 5Y | -62.2% | -68.8% | +6.6% | -59.8% |
| All | -62.2% | -68.7% | +6.6% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling