+12.6%
GTLB vs RBA
-2.0%
+14.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.7% |
| 7D | -9.7% | +12.7% | -22.3% | -13.3% |
| 30D | +1.7% | +15.5% | -13.9% | -3.4% |
| 3M | +43.6% | -14.0% | +57.6% | +50.4% |
| 6M | +113.0% | -8.8% | +121.8% | +116.3% |
| YTD | +39.5% | -6.9% | +46.5% | +39.7% |
| 1Y | +12.6% | -3.0% | +15.6% | +10.8% |
| All | +12.6% | -2.0% | +14.6% | +10.8% |
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