-54.5%
GTLB vs CRL
-15.9%
-38.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -3.5% | +8.9% | -12.4% | -7.6% |
| 30D | -9.0% | +14.0% | -23.0% | -15.1% |
| 3M | +15.9% | +19.8% | -4.0% | +5.0% |
| 6M | +104.9% | +102.0% | +2.8% | +41.6% |
| YTD | +26.0% | +70.8% | -44.9% | -6.7% |
| 1Y | +1.8% | +98.7% | -96.9% | -30.9% |
| 3Y | +6.0% | +98.2% | -92.2% | -38.0% |
| 5Y | -62.2% | -11.7% | -50.5% | -64.0% |
| All | -54.5% | -15.9% | -38.6% | -56.9% |
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 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