-54.5%
GTLB vs CPB
-39.1%
-15.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +1.5% |
| 7D | -4.1% | -5.4% | +1.3% | -4.7% |
| 30D | +12.3% | -7.8% | +20.2% | +11.2% |
| 3M | +65.9% | -6.9% | +72.8% | +64.1% |
| 6M | +104.0% | -12.2% | +116.2% | +98.8% |
| YTD | +26.0% | -21.1% | +47.1% | +19.9% |
| 1Y | -3.5% | -33.5% | +30.0% | -12.5% |
| 3Y | -9.6% | -43.2% | +33.5% | -20.9% |
| All | -54.5% | -39.1% | -15.4% | -52.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling