-55.4%
GTLB vs CPB
-36.4%
-19.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | -6.6% | -8.0% | +1.4% | -7.5% |
| 30D | +13.7% | -2.4% | +16.2% | +13.5% |
| 3M | +52.9% | +0.5% | +52.4% | +53.2% |
| 6M | +88.5% | -10.5% | +98.9% | +83.6% |
| YTD | +23.4% | -17.5% | +41.0% | +18.1% |
| 1Y | -3.8% | -31.0% | +27.2% | -12.5% |
| 3Y | -11.5% | -40.6% | +29.1% | -22.1% |
| All | -55.4% | -36.4% | -19.0% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling