-30.3%
GTLB vs CYCU
-99.9%
+69.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.1% |
| 7D | +11.1% | -8.1% | +19.1% | +11.1% |
| 30D | +37.8% | -43.0% | +80.8% | +37.8% |
| 3M | +61.6% | -50.8% | +112.4% | +64.5% |
| 6M | +98.9% | -74.1% | +173.0% | +103.4% |
| YTD | +32.8% | -84.0% | +116.7% | +36.4% |
| 1Y | +14.7% | -92.2% | +106.9% | +12.5% |
| All | -30.3% | -99.9% | +69.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 10y: compounded portfolio wealth divided by compounded CYCU 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…
10y analysis · Full analysis span regression · 6 months rolling