+1.0%
GTLB vs CAPR
+47.8%
-46.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.9% | +9.0% | -1.3% |
| 7D | -10.9% | +7.6% | -18.5% | -10.6% |
| 30D | -15.3% | +13.3% | -28.6% | -14.8% |
| 3M | +14.6% | +130.4% | -115.8% | +18.9% |
| 6M | +79.6% | -70.8% | +150.4% | +77.3% |
| YTD | +24.3% | -69.3% | +93.6% | +23.2% |
| 1Y | +1.0% | +59.5% | -58.5% | +15.1% |
| All | +1.0% | +47.8% | -46.8% | +15.1% |
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