-54.5%
GTLB vs CNI
+11.6%
-66.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.5% |
| 7D | -4.1% | -1.1% | -3.0% | -3.4% |
| 30D | +12.3% | -3.5% | +15.9% | +14.9% |
| 3M | +65.9% | +2.2% | +63.7% | +62.6% |
| 6M | +104.0% | +15.1% | +88.9% | +81.8% |
| YTD | +26.0% | +24.7% | +1.3% | +4.3% |
| 1Y | -3.5% | +33.4% | -36.9% | -25.5% |
| 3Y | -9.6% | +19.5% | -29.1% | -27.0% |
| All | -54.5% | +11.6% | -66.1% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling