-4.1%
GTLB vs CAPR
+56.4%
-60.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +11.1% | -2.0% | +13.0% | +11.0% |
| 30D | +37.8% | +139.2% | -101.4% | +41.1% |
| 3M | +61.6% | -66.4% | +127.9% | +60.5% |
| 6M | +98.9% | -63.1% | +162.1% | +98.2% |
| YTD | +32.8% | -67.4% | +100.2% | +32.0% |
| 1Y | +14.7% | +58.2% | -43.6% | +23.3% |
| All | -4.1% | +56.4% | -60.5% | -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