+43.4%
CL vs GTLB
-62.5%
+105.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.8% |
| 7D | +3.2% | -0.7% | +4.0% | +3.2% |
| 30D | +8.0% | -10.2% | +18.3% | +7.9% |
| 3M | +7.9% | +10.1% | -2.2% | +8.1% |
| 6M | +14.7% | +116.5% | -101.7% | +16.3% |
| YTD | +29.2% | +27.2% | +2.0% | +30.0% |
| 1Y | +29.5% | +8.6% | +21.0% | +30.2% |
| 3Y | +40.7% | +5.6% | +35.1% | +41.3% |
| All | +43.4% | -62.5% | +105.9% | +44.7% |
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