+35.0%
CVS vs GTLB
-47.1%
+82.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.5% |
| 7D | +4.0% | +11.1% | -7.1% | +3.7% |
| 30D | -2.4% | +37.8% | -40.2% | -3.0% |
| 3M | +2.7% | +61.6% | -58.9% | +1.6% |
| 6M | +21.9% | +98.9% | -77.0% | +20.0% |
| YTD | +24.7% | +32.8% | -8.0% | +24.1% |
| 1Y | +35.4% | +14.7% | +20.8% | +35.2% |
| 3Y | +65.2% | +1.3% | +63.8% | +64.2% |
| All | +35.0% | -47.1% | +82.2% | +32.0% |
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