+36.6%
CTVA vs GTLB
-62.5%
+99.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.7% | +2.6% |
| 7D | -20.8% | -0.7% | -20.0% | -20.7% |
| 30D | -29.6% | -10.2% | -19.4% | -29.3% |
| 3M | -16.9% | +10.1% | -27.0% | -17.5% |
| 6M | -24.3% | +116.5% | -140.7% | -27.7% |
| YTD | -5.6% | +27.2% | -32.8% | -7.4% |
| 1Y | -4.2% | +8.6% | -12.7% | -5.2% |
| 3Y | +43.3% | +5.6% | +37.7% | +39.7% |
| All | +36.6% | -62.5% | +99.2% | +33.3% |
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