+12.6%
GTLB vs RL
+34.3%
-21.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.5% | +0.4% |
| 7D | -9.7% | +5.8% | -15.4% | -9.1% |
| 30D | +1.7% | +12.7% | -11.0% | +3.0% |
| 3M | +43.6% | +9.3% | +34.2% | +45.1% |
| 6M | +113.0% | +16.9% | +96.1% | +117.5% |
| YTD | +39.5% | +17.5% | +22.1% | +43.3% |
| 1Y | +12.6% | +34.6% | -22.0% | +14.7% |
| All | +12.6% | +34.3% | -21.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling