-54.1%
GTLB vs RL
+262.9%
-317.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.6% |
| 7D | -0.7% | +2.6% | -3.3% | -2.5% |
| 30D | -10.2% | +2.9% | -13.2% | -12.1% |
| 3M | +10.1% | 0.0% | +10.1% | +9.2% |
| 6M | +116.5% | +17.1% | +99.4% | +88.7% |
| YTD | +27.2% | +10.1% | +17.1% | +12.1% |
| 1Y | +8.6% | +17.3% | -8.8% | -9.5% |
| 3Y | +5.6% | +249.3% | -243.8% | -67.1% |
| 5Y | -61.8% | +240.9% | -302.7% | -88.4% |
| All | -54.1% | +262.9% | -317.0% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling