+173.3%
CFG vs GTLB
+12.7%
+160.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.7% |
| 7D | -0.9% | -11.1% | +10.2% | +0.5% |
| 30D | +1.1% | -7.5% | +8.6% | +1.9% |
| 3M | -12.0% | +34.8% | -46.8% | -15.6% |
| 6M | -2.2% | +98.0% | -100.2% | -11.7% |
| YTD | +11.4% | +28.1% | -16.7% | +6.8% |
| 1Y | +27.8% | +5.6% | +22.3% | +26.3% |
| 3Y | +173.3% | +15.9% | +157.4% | +127.9% |
| All | +173.3% | +12.7% | +160.6% | +127.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling