+66.8%
CME vs GTLB
-47.1%
+114.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.3% |
| 7D | -1.6% | +11.1% | -12.6% | -1.8% |
| 30D | +6.2% | +37.8% | -31.6% | +5.5% |
| 3M | +10.4% | +61.6% | -51.2% | +9.3% |
| 6M | -9.5% | +98.9% | -108.5% | -11.1% |
| YTD | +6.0% | +32.8% | -26.8% | +5.1% |
| 1Y | +9.3% | +14.7% | -5.4% | +8.6% |
| 3Y | +57.7% | +1.3% | +56.3% | +55.0% |
| All | +66.8% | -47.1% | +114.0% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling