+30.4%
CP vs GTLB
-50.8%
+81.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -1.1% |
| 7D | +0.6% | -6.6% | +7.2% | +1.0% |
| 30D | -0.5% | +13.7% | -14.2% | -1.4% |
| 3M | +0.1% | +52.9% | -52.8% | -2.9% |
| 6M | +7.8% | +88.5% | -80.7% | +2.7% |
| YTD | +22.9% | +23.4% | -0.6% | +20.3% |
| 1Y | +21.3% | -3.8% | +25.1% | +20.7% |
| 3Y | +20.4% | -11.5% | +31.9% | +18.0% |
| All | +30.4% | -50.8% | +81.3% | +26.5% |
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