-3.8%
GTLB vs RBA
-29.1%
+25.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.5% |
| 7D | -6.6% | -1.9% | -4.7% | -6.0% |
| 30D | +13.7% | -13.0% | +26.7% | +18.2% |
| 3M | +52.9% | -23.1% | +76.0% | +63.2% |
| 6M | +88.5% | -22.6% | +111.1% | +100.1% |
| YTD | +23.4% | -20.4% | +43.8% | +33.6% |
| 1Y | -3.8% | -29.6% | +25.8% | +8.9% |
| All | -3.8% | -29.1% | +25.3% | +8.9% |
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