+105.5%
CTVA vs GTLB
-49.8%
+155.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -4.7% | -4.1% | -0.6% | -4.5% |
| 30D | +11.1% | +12.3% | -1.2% | +10.4% |
| 3M | +13.7% | +65.9% | -52.2% | +10.6% |
| 6M | +11.2% | +104.0% | -92.8% | +6.6% |
| YTD | +26.9% | +26.0% | +0.9% | +24.7% |
| 1Y | +18.8% | -3.5% | +22.3% | +18.4% |
| 3Y | +75.9% | -9.6% | +85.6% | +73.1% |
| All | +105.5% | -49.8% | +155.3% | +99.6% |
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