+129.5%
CF vs GTLB
-49.4%
+178.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | +0.1% |
| 7D | +4.8% | -0.7% | +5.5% | +4.8% |
| 30D | +4.7% | -10.2% | +14.9% | +5.0% |
| 3M | +7.4% | +10.1% | -2.7% | +7.0% |
| 6M | +0.6% | +116.5% | -115.9% | -2.3% |
| YTD | +64.1% | +27.2% | +36.9% | +62.1% |
| 1Y | +51.4% | +8.6% | +42.9% | +50.5% |
| 3Y | +67.8% | +5.6% | +62.2% | +64.4% |
| 5Y | +114.1% | -61.8% | +175.9% | +113.3% |
| All | +129.5% | -49.4% | +178.8% | +131.4% |
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 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