+37.3%
CP vs GTLB
-49.8%
+87.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.9% | -3.5% | +4.4% | +1.1% |
| 30D | +10.3% | -9.0% | +19.3% | +10.9% |
| 3M | +2.3% | +15.9% | -13.6% | +1.1% |
| 6M | +10.7% | +104.9% | -94.1% | +5.0% |
| YTD | +29.3% | +26.0% | +3.3% | +26.2% |
| 1Y | +31.5% | +1.8% | +29.7% | +30.3% |
| 3Y | +36.7% | +6.0% | +30.7% | +32.4% |
| 5Y | +26.8% | -62.2% | +89.0% | +23.5% |
| All | +37.3% | -49.8% | +87.1% | +32.8% |
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