-52.0%
GTLB vs AMBA
-59.5%
+7.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.4% |
| 7D | +11.1% | -11.0% | +22.0% | +16.2% |
| 30D | +37.8% | -23.2% | +61.0% | +52.4% |
| 3M | +61.6% | -12.7% | +74.3% | +60.2% |
| 6M | +98.9% | +11.2% | +87.7% | +67.6% |
| YTD | +32.8% | -11.2% | +44.0% | +22.2% |
| 1Y | +14.7% | -22.5% | +37.2% | +9.0% |
| 3Y | +1.3% | -1.3% | +2.7% | -25.8% |
| All | -52.0% | -59.5% | +7.5% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling