+39.9%
CL vs GTLB
-61.8%
+101.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -2.2% |
| 7D | +1.3% | -11.1% | +12.4% | +1.1% |
| 30D | +11.4% | -7.5% | +18.9% | +11.2% |
| 3M | +4.4% | +34.8% | -30.4% | +4.9% |
| 6M | +10.8% | +98.0% | -87.2% | +12.1% |
| YTD | +25.1% | +28.1% | -3.0% | +26.0% |
| 1Y | +28.0% | +5.6% | +22.4% | +28.6% |
| 3Y | +37.6% | +15.9% | +21.7% | +38.4% |
| All | +39.9% | -61.8% | +101.7% | +41.9% |
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