-13.1%
CRM vs GTLB
-50.1%
+37.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | -4.4% | -5.7% | +1.3% | -2.9% |
| 30D | +28.1% | +15.1% | +13.0% | +23.3% |
| 3M | +48.8% | +65.5% | -16.6% | +29.5% |
| 6M | +28.3% | +102.9% | -74.6% | +5.6% |
| YTD | -6.0% | +25.2% | -31.2% | -12.9% |
| 1Y | +1.4% | -5.5% | +7.0% | +0.1% |
| 3Y | +11.8% | -10.9% | +22.7% | +6.9% |
| All | -13.1% | -50.1% | +37.0% | -16.3% |
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