Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GTLSX (Quantitative U.S. Long/Short Equity Portfolio) | 5.46% | 15.12% | 12.16% | 8.87% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 04/11/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTLSX (Quantitative U.S. Long/Short Equity Portfolio) | 04/11/2019 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.88 | 15.12 | 12.16 | 8.87 | NA | NA | NA | … | … | 5.46 | 12.92 | 13.51 | 4.66 | 3.37 | 17.95 | -4.92 | -1.09 |
| Sharpe Ratio | NA | 1.63 | 1.32 | 0.91 | NA | NA | NA | … | … | 1.18 | 1.28 | 1.68 | 0.18 | 0.23 | 2.48 | -0.30 | -0.43 |
| Standard Deviation(%) | NA | 6.69 | 6.68 | 7.10 | NA | NA | NA | … | … | 7.57 | 7.85 | 5.88 | 5.57 | 8.55 | 7.22 | 17.31 | 6.76 |
| Draw Down(%) | NA | 2.98 | 5.89 | 7.88 | NA | NA | NA | … | … | 2.98 | 5.89 | 3.01 | 3.50 | 7.88 | 3.67 | 23.30 | 6.48 |
| Yield(%) | 0.00 | 15.12 | 12.26 | 8.07 | 4.29 | 2.86 | 2.14 | … | … | 0.00 | 16.10 | 11.96 | 10.72 | 0.00 | 0.00 | 0.00 | 0.12 |
Data as of 06/04/2026, Common starting date is 04/11/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTLSX (Quantitative U.S. Long/Short Equity Portfolio) |
4.00%
Sep 2019 – Sep 2022 |
5.70%
Jun 2019 – Jun 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTLSX (Quantitative U.S. Long/Short Equity Portfolio) |
12.40%
May 2023 – May 2026 |
10.77%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart