+58.8%
CG vs GTLB
-3.2%
+62.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -4.3% | +11.1% | -15.4% | -6.7% |
| 30D | -5.1% | +37.8% | -42.9% | -12.2% |
| 3M | +8.7% | +61.6% | -52.9% | -3.7% |
| 6M | -9.2% | +98.9% | -108.2% | -24.8% |
| YTD | -18.9% | +32.8% | -51.6% | -25.5% |
| 1Y | -25.6% | +14.7% | -40.3% | -30.0% |
| All | +58.8% | -3.2% | +62.0% | +47.4% |
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