+65.3%
CF vs GTLB
+4.2%
+61.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.7% |
| 7D | +10.4% | -9.6% | +20.0% | +10.3% |
| 30D | +7.6% | -15.5% | +23.1% | +7.5% |
| 3M | +5.2% | +12.4% | -7.2% | +5.1% |
| 6M | -0.1% | +84.6% | -84.6% | -0.6% |
| YTD | +61.7% | +26.1% | +35.6% | +61.7% |
| 1Y | +50.3% | +1.7% | +48.6% | +51.3% |
| All | +65.3% | +4.2% | +61.1% | +61.9% |
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