Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GTLOX (LARGE CAP CORE PORTFOLIO LARGE CAP CORE PORTFOLIO) | 22.61% | 42.09% | 21.23% | 11.05% | 12.65% | 12.99% | 10.09% | … | … |
Data as of 06/04/2026, Common starting date is 03/17/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTLOX (LARGE CAP CORE PORTFOLIO LARGE CAP CORE PORTFOLIO) | 03/17/2004 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.04 | 42.09 | 21.23 | 11.05 | 12.65 | 12.99 | 10.09 | … | … | 22.61 | -1.49 | 13.86 | 16.66 | -15.37 | 27.04 | 7.41 | 23.28 | -7.97 | 24.79 | 11.05 | 1.63 | 16.35 | 37.59 | 17.59 | 2.88 | 17.28 | 26.23 | -38.31 | 1.58 | 12.47 | 7.57 | 10.93 |
| Sharpe Ratio | NA | 2.63 | 1.13 | 0.47 | 0.58 | NA | NA | … | … | 3.18 | -0.18 | 0.82 | 0.97 | -0.72 | 1.95 | 0.20 | 1.68 | -0.56 | 3.21 | 0.76 | 0.10 | 1.30 | 2.93 | 1.22 | 0.11 | 0.87 | 0.95 | -0.93 | -0.09 | 0.76 | 0.47 | 1.12 |
| Standard Deviation(%) | NA | 13.69 | 15.15 | 16.90 | 18.55 | NA | NA | … | … | 15.38 | 24.82 | 12.50 | 13.58 | 23.45 | 13.86 | 36.34 | 12.98 | 16.81 | 7.56 | 14.19 | 15.49 | 12.55 | 12.83 | 14.45 | 25.77 | 19.66 | 27.37 | 41.88 | 17.19 | 12.02 | 11.27 | 11.53 |
| Draw Down(%) | NA | 7.47 | 19.22 | 24.24 | 38.15 | NA | NA | … | … | 7.47 | 19.22 | 6.97 | 10.33 | 24.24 | 6.16 | 38.15 | 8.06 | 20.01 | 3.15 | 11.28 | 11.47 | 8.30 | 6.02 | 12.49 | 21.72 | 17.08 | 25.11 | 50.78 | 13.71 | 10.55 | 7.44 | 7.60 |
| Yield(%) | 0.00 | 17.43 | 16.29 | 12.21 | 12.45 | 15.19 | 12.45 | … | … | 0.00 | 17.31 | 23.64 | 8.97 | 16.22 | 15.08 | 8.83 | 6.24 | 8.75 | 5.87 | 1.20 | 2.08 | 4.38 | 3.40 | 1.43 | 0.91 | 0.38 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/04/2026, Common starting date is 03/17/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTLOX (LARGE CAP CORE PORTFOLIO LARGE CAP CORE PORTFOLIO) |
-16.66%
Feb 2006 – Feb 2009 |
-3.14%
Apr 2004 – Apr 2009 |
6.44%
Jan 2006 – Jan 2016 |
6.45%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTLOX (LARGE CAP CORE PORTFOLIO LARGE CAP CORE PORTFOLIO) |
26.10%
Feb 2009 – Feb 2012 |
24.76%
Feb 2009 – Feb 2014 |
17.24%
Feb 2009 – Feb 2019 |
14.48%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart