+68.6%
CFG vs GTLB
-49.4%
+117.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.5% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | +5.1% | -10.2% | +15.3% | +6.3% |
| 3M | -11.2% | +10.1% | -21.3% | -12.4% |
| 6M | +9.6% | +116.5% | -106.9% | -0.4% |
| YTD | +15.0% | +27.2% | -12.2% | +10.2% |
| 1Y | +29.9% | +8.6% | +21.3% | +26.6% |
| 3Y | +192.1% | +5.6% | +186.5% | +178.2% |
| 5Y | +62.3% | -61.8% | +124.1% | +46.8% |
| All | +68.6% | -49.4% | +117.9% | +53.6% |
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