-10.9%
GTLB vs CNI
+19.7%
-30.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -5.7% | -0.4% | -5.3% | -5.6% |
| 30D | +15.1% | -2.7% | +17.8% | +15.9% |
| 3M | +65.5% | +3.9% | +61.5% | +63.3% |
| 6M | +102.9% | +16.4% | +86.5% | +92.8% |
| YTD | +25.2% | +25.8% | -0.6% | +14.7% |
| 1Y | -5.5% | +32.4% | -37.9% | -16.2% |
| 3Y | -10.9% | +19.1% | -30.0% | -16.0% |
| All | -10.9% | +19.7% | -30.6% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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