+12.6%
GTLB vs CRL
+85.3%
-72.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +1.9% |
| 7D | -9.7% | -12.8% | +3.1% | -6.4% |
| 30D | +1.7% | +5.0% | -3.3% | +0.3% |
| 3M | +43.6% | +39.4% | +4.2% | +31.5% |
| 6M | +113.0% | +89.4% | +23.6% | +77.3% |
| YTD | +39.5% | +63.6% | -24.0% | +21.0% |
| 1Y | +12.6% | +83.5% | -70.8% | +1.4% |
| All | +12.6% | +85.3% | -72.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling