+12.1%
CI vs GTLB
+3.8%
+8.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.3% |
| 7D | +1.2% | -0.7% | +1.9% | +1.2% |
| 30D | +2.6% | -10.2% | +12.8% | +2.3% |
| 3M | +7.4% | +10.1% | -2.7% | +7.9% |
| 6M | -0.1% | +116.5% | -116.6% | +2.8% |
| YTD | +9.7% | +27.2% | -17.4% | +13.8% |
| 1Y | +12.1% | +8.6% | +3.6% | +16.7% |
| All | +12.1% | +3.8% | +8.4% | +16.7% |
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