-54.5%
GTLB vs RBA
+59.2%
-113.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -9.6% | +0.6% | -10.3% | -9.9% |
| 30D | -15.5% | +9.0% | -24.5% | -19.2% |
| 3M | +12.4% | +7.2% | +5.2% | +8.2% |
| 6M | +84.6% | -7.8% | +92.3% | +89.1% |
| YTD | +26.1% | -6.4% | +32.4% | +27.0% |
| 1Y | +1.7% | -4.2% | +5.9% | +1.2% |
| 3Y | +6.1% | +64.1% | -58.0% | -24.5% |
| 5Y | -61.1% | +48.4% | -109.5% | -72.7% |
| All | -54.5% | +59.2% | -113.6% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling