-41.7%
CAG vs GTLB
-50.0%
+8.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -1.5% |
| 7D | -5.3% | +4.6% | -9.8% | -5.2% |
| 30D | +1.0% | +21.0% | -20.0% | +1.2% |
| 3M | +17.4% | +51.7% | -34.3% | +17.9% |
| 6M | -16.8% | +89.3% | -106.1% | -16.0% |
| YTD | -6.8% | +25.6% | -32.4% | -6.4% |
| 1Y | -15.4% | -1.5% | -13.8% | -15.3% |
| 3Y | -37.1% | -9.9% | -27.2% | -37.0% |
| All | -41.7% | -50.0% | +8.3% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling