-54.5%
GTLB vs CPB
-35.0%
-19.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.2% |
| 7D | -3.5% | -5.8% | +2.3% | -4.2% |
| 30D | -9.0% | +16.5% | -25.5% | -7.1% |
| 3M | +15.9% | -1.1% | +17.0% | +15.8% |
| 6M | +104.9% | +11.5% | +93.4% | +109.2% |
| YTD | +26.0% | -15.7% | +41.7% | +20.9% |
| 1Y | +1.8% | -24.7% | +26.5% | -5.3% |
| 3Y | +6.0% | -37.3% | +43.3% | -5.2% |
| 5Y | -62.2% | -35.0% | -27.1% | -60.1% |
| All | -54.5% | -35.0% | -19.5% | -51.8% |
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