-3.8%
GTLB vs CAPR
+35.4%
-39.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.9% |
| 7D | -6.6% | -12.6% | +6.1% | -7.0% |
| 30D | +13.7% | +124.4% | -110.7% | +17.7% |
| 3M | +52.9% | -66.8% | +119.7% | +51.1% |
| 6M | +88.5% | -71.8% | +160.3% | +85.5% |
| YTD | +23.4% | -70.1% | +93.5% | +21.9% |
| 1Y | -3.8% | +33.3% | -37.2% | +9.2% |
| All | -3.8% | +35.4% | -39.2% | +9.2% |
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