+10.2%
GTLB vs CAI
-11.0%
+21.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.4% | -1.3% |
| 7D | -6.6% | -3.1% | -3.5% | -6.2% |
| 30D | +13.7% | +2.7% | +11.1% | +13.0% |
| 3M | +52.9% | +41.7% | +11.2% | +45.3% |
| 6M | +88.5% | +26.5% | +62.0% | +79.7% |
| YTD | +23.4% | -10.9% | +34.4% | +20.8% |
| 1Y | -3.8% | -29.2% | +25.4% | -3.4% |
| All | +10.2% | -11.0% | +21.2% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling