-9.9%
GTLB vs RCAT
+796.4%
-806.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -5.7% |
| 7D | +4.6% | +5.4% | -0.8% | +4.1% |
| 30D | +21.0% | -5.6% | +26.6% | +21.4% |
| 3M | +51.7% | -30.2% | +81.9% | +55.0% |
| 6M | +89.3% | -43.4% | +132.7% | +94.0% |
| YTD | +25.6% | +9.6% | +16.0% | +22.2% |
| 1Y | -1.5% | -2.0% | +0.4% | -5.0% |
| 3Y | -9.9% | +825.0% | -834.9% | -21.6% |
| All | -9.9% | +796.4% | -806.3% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 3y: compounded portfolio wealth divided by compounded RCAT 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…
3y analysis · Full analysis span regression · 6 months rolling