+12.6%
GTLB vs CAPR
+47.4%
-34.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.3% | +0.3% |
| 7D | -9.7% | +43.2% | -52.8% | -8.5% |
| 30D | +1.7% | +14.7% | -13.0% | +2.3% |
| 3M | +43.6% | +113.9% | -70.4% | +48.7% |
| 6M | +113.0% | -73.4% | +186.3% | +109.6% |
| YTD | +39.5% | -69.1% | +108.6% | +38.3% |
| 1Y | +12.6% | +47.2% | -34.6% | +27.9% |
| All | +12.6% | +47.4% | -34.8% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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