+39.4%
CFG vs GTLB
+2.8%
+36.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -1.1% |
| 7D | +2.7% | +4.6% | -1.9% | +2.6% |
| 30D | -3.7% | +21.0% | -24.7% | -3.8% |
| 3M | +9.5% | +51.7% | -42.2% | +9.1% |
| 6M | +22.2% | +89.3% | -67.0% | +21.1% |
| YTD | +22.3% | +25.6% | -3.3% | +22.1% |
| 1Y | +39.4% | -1.5% | +41.0% | +44.0% |
| All | +39.4% | +2.8% | +36.7% | +44.0% |
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