-9.9%
GTLB vs CRL
+37.9%
-47.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -4.5% |
| 7D | +4.6% | -0.6% | +5.1% | +4.9% |
| 30D | +21.0% | +5.0% | +16.0% | +19.2% |
| 3M | +51.7% | +50.6% | +1.1% | +32.3% |
| 6M | +89.3% | +60.9% | +28.4% | +60.3% |
| YTD | +25.6% | +40.7% | -15.1% | +10.9% |
| 1Y | -1.5% | +73.3% | -74.9% | -19.4% |
| 3Y | -9.9% | +40.6% | -50.5% | -27.9% |
| All | -9.9% | +37.9% | -47.8% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling