+8.9%
GTLB vs CAPR
+242.0%
-233.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.4% | -11.5% | -1.8% |
| 7D | -9.6% | +36.0% | -45.6% | -9.0% |
| 30D | -14.5% | +25.8% | -40.3% | -14.0% |
| 3M | +20.9% | +140.8% | -119.9% | +24.0% |
| 6M | +81.4% | -67.6% | +148.9% | +80.4% |
| YTD | +25.6% | -65.9% | +91.4% | +25.2% |
| 1Y | +3.4% | +66.1% | -62.7% | +11.7% |
| 3Y | +8.9% | +256.9% | -248.0% | -2.7% |
| All | +8.9% | +242.0% | -233.1% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling