-61.1%
GTLB vs RCAT
+68.2%
-129.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.3% |
| 7D | -9.6% | +7.2% | -16.9% | -10.4% |
| 30D | -15.5% | -20.4% | +4.9% | -14.2% |
| 3M | +12.4% | -59.8% | +72.1% | +20.6% |
| 6M | +84.6% | -61.9% | +146.4% | +96.9% |
| YTD | +26.1% | -45.9% | +72.0% | +28.6% |
| 1Y | +1.7% | -50.5% | +52.2% | +3.9% |
| 3Y | +6.1% | +387.5% | -381.4% | -17.1% |
| 5Y | -61.1% | +70.9% | -132.0% | -65.3% |
| All | -61.1% | +68.2% | -129.4% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling