+68.1%
CFG vs GTLB
-50.0%
+118.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +5.0% | +3.2% |
| 7D | +0.3% | -9.6% | +9.8% | +1.4% |
| 30D | +3.2% | -14.5% | +17.7% | +4.9% |
| 3M | -9.7% | +20.9% | -30.6% | -11.9% |
| 6M | +3.6% | +81.4% | -77.7% | -4.0% |
| YTD | +14.7% | +25.6% | -10.9% | +10.1% |
| 1Y | +29.6% | +3.4% | +26.1% | +27.1% |
| 3Y | +190.6% | +8.9% | +181.7% | +175.9% |
| 5Y | +67.1% | -64.0% | +131.1% | +51.1% |
| All | +68.1% | -50.0% | +118.1% | +53.4% |
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