-54.8%
GTLB vs CRL
-31.3%
-23.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.6% |
| 7D | -5.7% | -3.5% | -2.1% | -4.0% |
| 30D | +15.1% | -2.1% | +17.3% | +16.2% |
| 3M | +65.5% | +48.0% | +17.5% | +35.1% |
| 6M | +102.9% | +64.7% | +38.2% | +54.4% |
| YTD | +25.2% | +39.5% | -14.3% | +3.3% |
| 1Y | -5.5% | +74.2% | -79.7% | -31.8% |
| 3Y | -10.9% | +39.4% | -50.3% | -34.9% |
| All | -54.8% | -31.3% | -23.4% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling