+104.0%
CTVA vs GTLB
-50.1%
+154.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -4.5% | -5.7% | +1.2% | -4.2% |
| 30D | +11.3% | +15.1% | -3.8% | +10.5% |
| 3M | +12.3% | +65.5% | -53.1% | +9.2% |
| 6M | +7.2% | +102.9% | -95.7% | +2.7% |
| YTD | +26.0% | +25.2% | +0.8% | +23.9% |
| 1Y | +16.0% | -5.5% | +21.6% | +15.8% |
| 3Y | +73.9% | -10.9% | +84.8% | +71.2% |
| All | +104.0% | -50.1% | +154.2% | +98.3% |
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