+77.7%
CFG vs GTLB
-50.8%
+128.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.7% |
| 7D | -0.6% | -6.6% | +6.0% | +0.1% |
| 30D | -4.5% | +13.7% | -18.3% | -6.0% |
| 3M | +6.3% | +52.9% | -46.6% | +1.0% |
| 6M | +20.6% | +88.5% | -67.9% | +11.0% |
| YTD | +21.2% | +23.4% | -2.2% | +16.8% |
| 1Y | +38.2% | -3.8% | +42.0% | +36.5% |
| 3Y | +185.9% | -11.5% | +197.4% | +177.3% |
| All | +77.7% | -50.8% | +128.6% | +62.8% |
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