+107.8%
CB vs GTLB
-62.5%
+170.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.1% |
| 7D | +2.9% | -0.7% | +3.7% | +2.9% |
| 30D | +7.3% | -10.2% | +17.5% | +7.4% |
| 3M | +9.4% | +10.1% | -0.7% | +9.3% |
| 6M | +19.6% | +116.5% | -96.8% | +18.7% |
| YTD | +21.5% | +27.2% | -5.7% | +21.0% |
| 1Y | +28.0% | +8.6% | +19.5% | +27.7% |
| 3Y | +74.9% | +5.6% | +69.3% | +73.0% |
| All | +107.8% | -62.5% | +170.3% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling