-55.4%
GTLB vs RCAT
+185.3%
-240.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.2% |
| 7D | -6.6% | -2.3% | -4.3% | -6.4% |
| 30D | +13.7% | -18.7% | +32.4% | +15.6% |
| 3M | +52.9% | -29.3% | +82.2% | +56.4% |
| 6M | +88.5% | -42.3% | +130.8% | +93.3% |
| YTD | +23.4% | +2.5% | +20.9% | +20.0% |
| 1Y | -3.8% | -5.7% | +1.9% | -7.5% |
| 3Y | -11.5% | +764.9% | -776.4% | -32.8% |
| All | -55.4% | +185.3% | -240.7% | -64.7% |
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