+81.4%
CFG vs GTLB
-47.1%
+128.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.2% |
| 7D | +1.5% | +11.1% | -9.5% | +0.3% |
| 30D | -3.8% | +37.8% | -41.6% | -7.3% |
| 3M | +11.5% | +61.6% | -50.1% | +5.3% |
| 6M | +19.2% | +98.9% | -79.7% | +9.1% |
| YTD | +23.7% | +32.8% | -9.1% | +18.3% |
| 1Y | +38.8% | +14.7% | +24.2% | +34.3% |
| 3Y | +178.9% | +1.3% | +177.6% | +166.7% |
| All | +81.4% | -47.1% | +128.5% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling