-9.9%
GTLB vs CPB
-40.5%
+30.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.5% |
| 7D | +4.6% | -8.2% | +12.8% | +5.0% |
| 30D | +21.0% | -5.6% | +26.6% | +21.3% |
| 3M | +51.7% | +3.0% | +48.7% | +51.8% |
| 6M | +89.3% | -12.7% | +102.0% | +87.5% |
| YTD | +25.6% | -18.0% | +43.6% | +24.1% |
| 1Y | -1.5% | -31.7% | +30.2% | -4.5% |
| 3Y | -9.9% | -41.0% | +31.0% | -13.0% |
| All | -9.9% | -40.5% | +30.6% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling