-52.0%
GTLB vs CRL
-28.8%
-23.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.8% |
| 7D | +11.1% | -1.0% | +12.1% | +11.7% |
| 30D | +37.8% | +10.7% | +27.1% | +31.2% |
| 3M | +61.6% | +55.3% | +6.3% | +28.8% |
| 6M | +98.9% | +60.7% | +38.3% | +53.5% |
| YTD | +32.8% | +44.6% | -11.9% | +7.6% |
| 1Y | +14.7% | +77.7% | -63.1% | -18.1% |
| 3Y | +1.3% | +37.6% | -36.3% | -24.4% |
| All | -52.0% | -28.8% | -23.2% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling