+33.1%
CVS vs GTLB
-50.8%
+84.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -1.9% | -6.6% | +4.7% | -1.8% |
| 30D | -0.3% | +13.7% | -14.1% | -0.6% |
| 3M | -1.1% | +52.9% | -54.0% | -2.0% |
| 6M | +23.7% | +88.5% | -64.8% | +21.9% |
| YTD | +23.0% | +23.4% | -0.5% | +22.5% |
| 1Y | +37.2% | -3.8% | +41.0% | +37.5% |
| 3Y | +62.4% | -11.5% | +73.9% | +61.9% |
| All | +33.1% | -50.8% | +84.0% | +30.3% |
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