-55.4%
GTLB vs CRL
-31.3%
-24.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.3% |
| 7D | -6.6% | -4.6% | -2.0% | -4.4% |
| 30D | +13.7% | +0.5% | +13.3% | +13.4% |
| 3M | +52.9% | +46.6% | +6.3% | +25.5% |
| 6M | +88.5% | +57.3% | +31.2% | +47.0% |
| YTD | +23.4% | +39.5% | -16.1% | +1.8% |
| 1Y | -3.8% | +76.9% | -80.7% | -31.2% |
| 3Y | -11.5% | +39.4% | -50.9% | -35.3% |
| All | -55.4% | -31.3% | -24.1% | -52.9% |
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 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