+124.5%
CF vs GTLB
-50.5%
+174.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +4.8% | -10.9% | +15.7% | +5.1% |
| 30D | +9.7% | -15.3% | +25.0% | +10.1% |
| 3M | +1.2% | +14.6% | -13.3% | +0.7% |
| 6M | +7.4% | +79.6% | -72.2% | +4.9% |
| YTD | +60.5% | +24.3% | +36.2% | +58.7% |
| 1Y | +50.7% | +1.0% | +49.7% | +50.2% |
| 3Y | +64.8% | +4.6% | +60.2% | +61.5% |
| 5Y | +115.8% | -63.7% | +179.5% | +114.8% |
| All | +124.5% | -50.5% | +174.9% | +126.5% |
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