-1.7%
CMG vs GTLB
-50.1%
+48.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -2.1% | -5.7% | +3.6% | -1.2% |
| 30D | +10.9% | +15.1% | -4.2% | +8.4% |
| 3M | +15.8% | +65.5% | -49.6% | +6.8% |
| 6M | +6.9% | +102.9% | -96.0% | -5.4% |
| YTD | -2.2% | +25.2% | -27.4% | -7.2% |
| 1Y | -7.1% | -5.5% | -1.6% | -8.4% |
| 3Y | -7.1% | -10.9% | +3.8% | -12.0% |
| All | -1.7% | -50.1% | +48.5% | -8.8% |
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