+98.0%
GTLB vs AMBA
-23.1%
+121.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.1% | -8.0% | -1.9% |
| 7D | -11.1% | -7.2% | -3.9% | -11.0% |
| 30D | -7.5% | -10.4% | +2.9% | -7.5% |
| 3M | +34.8% | -30.1% | +64.9% | +33.9% |
| 6M | +98.0% | -22.4% | +120.4% | +97.6% |
| All | +98.0% | -23.1% | +121.0% | +97.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling