+41.9%
CMI vs GTLB
+14.4%
+27.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.9% |
| 7D | -0.7% | +11.1% | -11.8% | -0.1% |
| 30D | -13.4% | +37.8% | -51.2% | -11.7% |
| 3M | -17.0% | +61.6% | -78.6% | -14.3% |
| 6M | -1.6% | +98.9% | -100.6% | +2.7% |
| YTD | +11.0% | +32.8% | -21.8% | +21.9% |
| 1Y | +41.9% | +14.7% | +27.3% | +61.0% |
| All | +41.9% | +14.4% | +27.5% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling