-52.0%
GTLB vs RCAT
+193.7%
-245.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.0% | +1.2% |
| 7D | +11.1% | -1.4% | +12.5% | +11.2% |
| 30D | +37.8% | -3.3% | +41.2% | +38.1% |
| 3M | +61.6% | -43.2% | +104.8% | +68.0% |
| 6M | +98.9% | -43.2% | +142.1% | +104.3% |
| YTD | +32.8% | +5.5% | +27.2% | +28.9% |
| 1Y | +14.7% | -1.6% | +16.3% | +9.9% |
| 3Y | +1.3% | +773.7% | -772.4% | -23.0% |
| All | -52.0% | +193.7% | -245.7% | -62.1% |
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