-8.9%
CG vs GTLB
-49.4%
+40.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.8% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | +11.2% | -10.2% | +21.4% | +13.7% |
| 3M | -22.1% | +10.1% | -32.2% | -24.2% |
| 6M | -17.9% | +116.5% | -134.4% | -32.5% |
| YTD | -31.3% | +27.2% | -58.5% | -36.9% |
| 1Y | -24.0% | +8.6% | -32.5% | -27.8% |
| 3Y | +45.0% | +5.6% | +39.4% | +32.0% |
| 5Y | -22.6% | -61.8% | +39.2% | -29.0% |
| All | -8.9% | -49.4% | +40.4% | -15.9% |
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 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