+11.8%
GTLB vs CAI
-9.9%
+21.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -5.7% | -2.9% | -2.8% | -5.3% |
| 30D | +15.1% | +9.3% | +5.8% | +13.4% |
| 3M | +65.5% | +35.2% | +30.2% | +58.2% |
| 6M | +102.9% | +30.7% | +72.2% | +92.5% |
| YTD | +25.2% | -9.8% | +35.0% | +22.3% |
| 1Y | -5.5% | -28.9% | +23.3% | -5.2% |
| All | +11.8% | -9.9% | +21.6% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling