-11.8%
CAG vs GTLB
+14.4%
-26.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | -3.8% | +11.1% | -14.8% | -3.9% |
| 30D | +3.1% | +37.8% | -34.7% | +3.0% |
| 3M | +23.5% | +61.6% | -38.1% | +23.0% |
| 6M | -14.8% | +98.9% | -113.8% | -14.1% |
| YTD | -5.4% | +32.8% | -38.2% | -5.7% |
| 1Y | -11.8% | +14.7% | -26.5% | -12.0% |
| All | -11.8% | +14.4% | -26.2% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling