+63.7%
CME vs GTLB
-50.8%
+114.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -0.6% | -6.6% | +5.9% | -0.5% |
| 30D | +4.7% | +13.7% | -9.1% | +4.4% |
| 3M | +7.8% | +52.9% | -45.1% | +6.8% |
| 6M | -11.0% | +88.5% | -99.5% | -12.4% |
| YTD | +4.0% | +23.4% | -19.4% | +3.3% |
| 1Y | +9.1% | -3.8% | +12.9% | +8.9% |
| 3Y | +52.3% | -11.5% | +63.8% | +50.4% |
| All | +63.7% | -50.8% | +114.5% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling