+73.3%
CME vs GTLB
-61.5%
+134.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.2% |
| 7D | +2.5% | -9.6% | +12.1% | +2.7% |
| 30D | +13.9% | -15.5% | +29.4% | +14.3% |
| 3M | +22.4% | +12.4% | +10.0% | +22.0% |
| 6M | +12.9% | +84.6% | -71.7% | +11.3% |
| YTD | +19.6% | +26.1% | -6.5% | +18.7% |
| 1Y | +17.7% | +1.7% | +16.0% | +17.3% |
| 3Y | +65.3% | +6.1% | +59.2% | +62.1% |
| All | +73.3% | -61.5% | +134.8% | +64.6% |
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