-5.8%
CI vs GTLB
-3.3%
-2.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +0.8% |
| 7D | -1.1% | -6.6% | +5.5% | -1.2% |
| 30D | +0.5% | +13.7% | -13.3% | +0.7% |
| 3M | -5.2% | +52.9% | -58.1% | -4.5% |
| 6M | +4.3% | +88.5% | -84.2% | +5.8% |
| YTD | +2.8% | +23.4% | -20.7% | +5.8% |
| 1Y | -5.8% | -3.8% | -2.0% | -1.2% |
| All | -5.8% | -3.3% | -2.5% | -1.2% |
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