-52.0%
GTLB vs CPB
-37.8%
-14.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.4% | +0.6% |
| 7D | +11.1% | -8.6% | +19.6% | +9.8% |
| 30D | +37.8% | -7.2% | +45.0% | +36.4% |
| 3M | +61.6% | +0.9% | +60.7% | +62.2% |
| 6M | +98.9% | -11.8% | +110.7% | +93.6% |
| YTD | +32.8% | -19.4% | +52.2% | +26.6% |
| 1Y | +14.7% | -30.4% | +45.0% | +5.0% |
| 3Y | +1.3% | -40.2% | +41.5% | -9.6% |
| All | -52.0% | -37.8% | -14.2% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling