-54.5%
GTLB vs RCAT
+38.1%
-92.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.3% | +8.2% | +0.6% |
| 7D | -3.5% | +15.6% | -19.1% | -4.9% |
| 30D | -9.0% | -24.1% | +15.1% | -7.3% |
| 3M | +15.9% | -61.9% | +77.7% | +24.6% |
| 6M | +104.9% | -64.3% | +169.2% | +119.3% |
| YTD | +26.0% | -50.4% | +76.4% | +29.4% |
| 1Y | +1.8% | -54.0% | +55.8% | +4.6% |
| 3Y | +6.0% | +347.2% | -341.2% | -15.3% |
| 5Y | -62.2% | +45.7% | -107.9% | -68.1% |
| All | -54.5% | +38.1% | -92.6% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling