+73.0%
CF vs GTLB
+0.5%
+72.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.2% |
| 7D | +6.0% | +11.1% | -5.0% | +6.0% |
| 30D | +14.8% | +37.8% | -23.0% | +14.7% |
| 3M | +14.1% | +61.6% | -47.5% | +13.8% |
| 6M | +28.5% | +98.9% | -70.4% | +27.7% |
| YTD | +74.9% | +32.8% | +42.2% | +75.0% |
| 1Y | +61.7% | +14.7% | +47.0% | +62.2% |
| All | +73.0% | +0.5% | +72.5% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling