+12.6%
GTLB vs CPB
-18.4%
+31.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -1.0% |
| 7D | -9.7% | +13.0% | -22.6% | -11.8% |
| 30D | +1.7% | +20.5% | -18.8% | -2.3% |
| 3M | +43.6% | +2.2% | +41.4% | +43.5% |
| 6M | +113.0% | +15.4% | +97.6% | +106.4% |
| YTD | +39.5% | -12.3% | +51.9% | +38.8% |
| 1Y | +12.6% | -18.0% | +30.6% | +12.2% |
| All | +12.6% | -18.4% | +31.1% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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