+115.6%
CRBG vs GTLB
-19.4%
+135.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +0.6% | -5.7% | +6.3% | +1.3% |
| 30D | +2.6% | +15.1% | -12.5% | +0.9% |
| 3M | +24.0% | +65.5% | -41.5% | +16.4% |
| 6M | +50.5% | +102.9% | -52.4% | +36.9% |
| YTD | +17.1% | +25.2% | -8.1% | +12.3% |
| 1Y | +5.9% | -5.5% | +11.4% | +4.3% |
| 3Y | +122.7% | -10.9% | +133.6% | +114.9% |
| All | +115.6% | -19.4% | +135.1% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling