-61.1%
GTLB vs CRL
-12.2%
-48.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | -9.6% | +5.0% | -14.7% | -12.0% |
| 30D | -15.5% | +13.5% | -29.0% | -21.1% |
| 3M | +12.4% | +21.5% | -9.1% | +0.9% |
| 6M | +84.6% | +103.4% | -18.9% | +26.1% |
| YTD | +26.1% | +71.8% | -45.7% | -7.5% |
| 1Y | +1.7% | +97.5% | -95.8% | -31.3% |
| 3Y | +6.1% | +99.2% | -93.2% | -39.3% |
| 5Y | -61.1% | -12.1% | -49.0% | -58.4% |
| All | -61.1% | -12.2% | -48.9% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling