+48.3%
CI vs GTLB
-50.0%
+98.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.4% | +3.0% | -2.3% |
| 7D | -2.6% | +4.6% | -7.1% | -2.6% |
| 30D | -2.4% | +21.0% | -23.3% | -2.8% |
| 3M | -4.8% | +51.7% | -56.5% | -5.6% |
| 6M | +2.1% | +89.3% | -87.1% | +0.6% |
| YTD | +1.4% | +25.6% | -24.3% | +0.8% |
| 1Y | -6.8% | -1.5% | -5.2% | -6.8% |
| 3Y | +3.3% | -9.9% | +13.2% | +2.6% |
| All | +48.3% | -50.0% | +98.2% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling