-62.2%
GTLB vs CPB
-34.3%
-27.8%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 3M | +15.9% | -1.1% | +17.0% | +15.9% |
| 6M | +104.9% | +11.5% | +93.4% | +109.0% |
| YTD | +26.0% | -15.7% | +41.7% | +21.1% |
| 1Y | +1.8% | -24.7% | +26.5% | -5.0% |
| 3Y | +6.0% | -37.3% | +43.3% | -4.9% |
| 5Y | -62.2% | -35.0% | -27.1% | -61.3% |
| All | -62.2% | -34.3% | -27.8% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling