+47.7%
CI vs GTLB
-61.8%
+109.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.6% |
| 7D | -1.6% | -11.1% | +9.5% | -1.3% |
| 30D | +5.4% | -7.5% | +12.9% | +5.5% |
| 3M | +7.3% | +34.8% | -27.5% | +6.6% |
| 6M | +5.3% | +98.0% | -92.7% | +3.7% |
| YTD | +8.5% | +28.1% | -19.7% | +7.8% |
| 1Y | +17.1% | +5.6% | +11.6% | +16.9% |
| 3Y | +1.4% | +15.9% | -14.5% | 0.0% |
| All | +47.7% | -61.8% | +109.5% | +40.1% |
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