+65.0%
CME vs GTLB
-50.0%
+115.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -1.0% |
| 7D | -2.9% | +4.6% | -7.4% | -3.0% |
| 30D | +5.5% | +21.0% | -15.5% | +5.1% |
| 3M | +11.0% | +51.7% | -40.7% | +10.0% |
| 6M | -9.7% | +89.3% | -99.0% | -11.1% |
| YTD | +4.9% | +25.6% | -20.8% | +4.1% |
| 1Y | +10.1% | -1.5% | +11.6% | +9.8% |
| 3Y | +53.5% | -9.9% | +63.4% | +51.5% |
| All | +65.0% | -50.0% | +115.0% | +58.4% |
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