-39.7%
CAG vs GTLB
-10.9%
-28.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -5.7% | -5.7% | 0.0% | -5.7% |
| 30D | -2.4% | +15.1% | -17.5% | -2.2% |
| 3M | +9.8% | +65.5% | -55.7% | +10.7% |
| 6M | -10.8% | +102.9% | -113.7% | -9.4% |
| YTD | -10.8% | +25.2% | -36.0% | -10.4% |
| 1Y | -19.0% | -5.5% | -13.4% | -19.0% |
| 3Y | -39.7% | -10.9% | -28.8% | -40.4% |
| All | -39.7% | -10.9% | -28.8% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling