+118.8%
CF vs GTLB
-50.0%
+168.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | -0.9% | -9.6% | +8.7% | -0.6% |
| 30D | +6.9% | -14.5% | +21.4% | +7.3% |
| 3M | +4.8% | +20.9% | -16.1% | +4.1% |
| 6M | +4.7% | +81.4% | -76.7% | +2.3% |
| YTD | +56.5% | +25.6% | +30.9% | +54.6% |
| 1Y | +48.4% | +3.4% | +45.0% | +47.8% |
| 3Y | +59.1% | +8.9% | +50.3% | +55.7% |
| 5Y | +109.5% | -64.0% | +173.5% | +108.3% |
| All | +118.8% | -50.0% | +168.8% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling