+113.8%
CF vs GTLB
-61.5%
+175.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +5.4% | -3.5% | +8.8% | +5.5% |
| 30D | +6.5% | -9.0% | +15.5% | +6.8% |
| 3M | +4.6% | +15.9% | -11.2% | +4.0% |
| 6M | -3.3% | +104.9% | -108.2% | -6.0% |
| YTD | +63.9% | +26.0% | +37.9% | +61.8% |
| 1Y | +50.4% | +1.8% | +48.7% | +49.9% |
| 3Y | +68.2% | +6.0% | +62.3% | +64.6% |
| 5Y | +113.8% | -62.2% | +176.0% | +132.2% |
| All | +113.8% | -61.5% | +175.4% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling