-54.6%
GTLB vs RBA
+59.4%
-114.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -3.1% |
| 7D | -9.6% | +2.5% | -12.1% | -10.6% |
| 30D | -14.5% | +11.6% | -26.0% | -19.2% |
| 3M | +20.9% | +1.5% | +19.4% | +19.3% |
| 6M | +81.4% | -6.6% | +88.0% | +84.7% |
| YTD | +25.6% | -6.3% | +31.8% | +26.4% |
| 1Y | +3.4% | -4.0% | +7.4% | +2.8% |
| 3Y | +8.9% | +47.3% | -38.4% | -17.9% |
| 5Y | -64.0% | +47.7% | -111.6% | -74.7% |
| All | -54.6% | +59.4% | -114.0% | -68.8% |
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