-3.5%
GTLB vs CRL
+73.3%
-76.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.6% |
| 7D | -4.1% | -6.9% | +2.9% | -2.3% |
| 30D | +12.3% | -3.2% | +15.5% | +13.2% |
| 3M | +65.9% | +46.5% | +19.4% | +49.0% |
| 6M | +104.0% | +63.1% | +40.9% | +77.5% |
| YTD | +26.0% | +36.9% | -10.8% | +14.4% |
| 1Y | -3.5% | +78.1% | -81.6% | -12.8% |
| All | -3.5% | +73.3% | -76.8% | -12.8% |
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