+113.7%
CTVA vs GTLB
-47.1%
+160.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -0.9% |
| 7D | +4.9% | +11.1% | -6.1% | +4.4% |
| 30D | +11.9% | +37.8% | -25.9% | +10.1% |
| 3M | +13.7% | +61.6% | -47.9% | +10.7% |
| 6M | +13.1% | +98.9% | -85.8% | +8.6% |
| YTD | +32.0% | +32.8% | -0.8% | +29.4% |
| 1Y | +22.1% | +14.7% | +7.4% | +20.4% |
| 3Y | +77.5% | +1.3% | +76.1% | +73.6% |
| All | +113.7% | -47.1% | +160.8% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling