-54.5%
GTLB vs RBA
+56.8%
-111.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | -3.5% | -0.5% | -2.9% | -3.3% |
| 30D | -9.0% | +6.8% | -15.8% | -12.2% |
| 3M | +15.9% | +9.5% | +6.4% | +10.3% |
| 6M | +104.9% | -8.2% | +113.1% | +110.2% |
| YTD | +26.0% | -7.7% | +33.7% | +27.8% |
| 1Y | +1.8% | -6.9% | +8.7% | +2.7% |
| 3Y | +6.0% | +61.6% | -55.7% | -24.0% |
| 5Y | -62.2% | +44.7% | -106.9% | -73.2% |
| All | -54.5% | +56.8% | -111.3% | -68.4% |
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