+32.2%
CB vs GTLB
+6.1%
+26.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.3% | -9.7% | +14.9% | +5.1% |
| 30D | +13.2% | +1.7% | +11.5% | +13.2% |
| 3M | +7.8% | +43.6% | -35.8% | +8.1% |
| 6M | +15.8% | +113.0% | -97.2% | +16.5% |
| YTD | +21.0% | +39.5% | -18.6% | +20.9% |
| 1Y | +32.2% | +12.6% | +19.6% | +32.1% |
| All | +32.2% | +6.1% | +26.1% | +32.1% |
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