+14.7%
GTLB vs CPB
-32.6%
+47.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.4% | +2.0% |
| 7D | +11.1% | -8.6% | +19.6% | +13.7% |
| 30D | +37.8% | -7.2% | +45.0% | +40.5% |
| 3M | +61.6% | +0.9% | +60.7% | +60.9% |
| 6M | +98.9% | -11.8% | +110.7% | +100.8% |
| YTD | +32.8% | -19.4% | +52.2% | +35.8% |
| 1Y | +14.7% | -30.4% | +45.0% | +19.7% |
| All | +14.7% | -32.6% | +47.3% | +19.7% |
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