+14.7%
GTLB vs RBA
-26.5%
+41.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +11.1% | -2.9% | +14.0% | +12.0% |
| 30D | +37.8% | -12.3% | +50.1% | +42.7% |
| 3M | +61.6% | -20.5% | +82.1% | +70.7% |
| 6M | +98.9% | -18.5% | +117.5% | +108.1% |
| YTD | +32.8% | -18.2% | +51.0% | +42.7% |
| 1Y | +14.7% | -27.5% | +42.2% | +29.2% |
| All | +14.7% | -26.5% | +41.2% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling