+38.8%
CFG vs GTLB
+14.4%
+24.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.1% |
| 7D | +1.5% | +11.1% | -9.5% | +1.5% |
| 30D | -3.8% | +37.8% | -41.6% | -4.0% |
| 3M | +11.5% | +61.6% | -50.1% | +11.2% |
| 6M | +19.2% | +98.9% | -79.7% | +18.3% |
| YTD | +23.7% | +32.8% | -9.1% | +23.2% |
| 1Y | +38.8% | +14.7% | +24.2% | +40.9% |
| All | +38.8% | +14.4% | +24.4% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling