+38.2%
CL vs GTLB
+4.1%
+34.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.8% | -3.5% | +2.7% | -0.9% |
| 30D | +9.5% | -9.0% | +18.4% | +9.1% |
| 3M | +6.6% | +15.9% | -9.2% | +7.2% |
| 6M | +13.2% | +104.9% | -91.6% | +16.4% |
| YTD | +26.9% | +26.0% | +0.9% | +28.5% |
| 1Y | +27.6% | +1.8% | +25.8% | +28.6% |
| All | +38.2% | +4.1% | +34.1% | +41.0% |
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