-54.6%
GTLB vs RBA
+36.2%
-90.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.4% |
| 7D | +4.6% | -1.1% | +5.6% | +5.2% |
| 30D | +21.0% | -13.2% | +34.2% | +29.3% |
| 3M | +51.7% | -21.4% | +73.1% | +68.4% |
| 6M | +89.3% | -20.9% | +110.2% | +108.7% |
| YTD | +25.6% | -19.9% | +45.5% | +37.0% |
| 1Y | -1.5% | -28.7% | +27.1% | +13.6% |
| 3Y | -9.9% | +27.4% | -37.3% | -26.9% |
| All | -54.6% | +36.2% | -90.9% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling