-52.0%
GTLB vs RBA
+39.0%
-91.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +11.1% | -2.9% | +14.0% | +12.6% |
| 30D | +37.8% | -12.3% | +50.1% | +46.5% |
| 3M | +61.6% | -20.5% | +82.1% | +78.4% |
| 6M | +98.9% | -18.5% | +117.5% | +116.1% |
| YTD | +32.8% | -18.2% | +51.0% | +43.3% |
| 1Y | +14.7% | -27.5% | +42.2% | +31.2% |
| 3Y | +1.3% | +38.1% | -36.7% | -21.7% |
| All | -52.0% | +39.0% | -91.0% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling