+35.4%
CVS vs GTLB
+14.4%
+21.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.4% |
| 7D | +4.0% | +11.1% | -7.1% | +4.4% |
| 30D | -2.4% | +37.8% | -40.2% | -1.1% |
| 3M | +2.7% | +61.6% | -58.9% | +4.8% |
| 6M | +21.9% | +98.9% | -77.0% | +25.9% |
| YTD | +24.7% | +32.8% | -8.0% | +32.1% |
| 1Y | +35.4% | +14.7% | +20.8% | +45.7% |
| All | +35.4% | +14.4% | +21.0% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling