Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GTLSX (Quantitative U.S. Long/Short Equity Portfolio) | 3.45% | 8.42% | 8.14% | 9.34% | NA | NA | NA | 5.88% |
Data as of 07/25/2025, AR inception is 04/11/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTLSX (Quantitative U.S. Long/Short Equity Portfolio) | 04/11/2019 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.87 | 8.42 | 8.14 | 9.34 | NA | NA | NA | 5.88 | 3.45 | 13.51 | 4.65 | 3.37 | 17.95 | -4.92 | -1.09 |
| Sharpe Ratio | NA | 0.64 | 0.70 | 1.02 | NA | NA | NA | 0.39 | 0.35 | 1.68 | 0.18 | 0.23 | 2.48 | -0.30 | -0.43 |
| Standard Deviation(%) | NA | 8.19 | 6.83 | 7.25 | NA | NA | NA | 9.53 | 9.13 | 5.88 | 5.56 | 8.55 | 7.22 | 17.31 | 6.76 |
| Draw Down(%) | NA | 5.89 | 5.89 | 7.88 | NA | NA | NA | 24.14 | 5.89 | 3.01 | 3.50 | 7.88 | 3.67 | 23.30 | 6.48 |
| Yield(%) | 0.00 | 10.13 | 7.73 | 5.73 | 2.59 | 1.73 | 1.30 | 4.32 | 0.61 | 11.96 | 10.72 | 0.00 | 0.00 | 0.00 | 0.12 |
Data as of 07/25/2025, AR inception 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) |
12.00%
Mar 2020 - Mar 2023 |
10.77%
Mar 2020 - Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart