-9.9%
GTLB vs RL
+211.8%
-221.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.2% | -5.0% |
| 7D | +4.6% | +1.9% | +2.7% | +3.9% |
| 30D | +21.0% | -12.2% | +33.2% | +26.4% |
| 3M | +51.7% | -6.6% | +58.3% | +54.0% |
| 6M | +89.3% | +3.2% | +86.1% | +80.0% |
| YTD | +25.6% | -1.3% | +26.9% | +21.8% |
| 1Y | -1.5% | +13.6% | -15.1% | -12.2% |
| 3Y | -9.9% | +210.9% | -220.8% | -56.9% |
| All | -9.9% | +211.8% | -221.8% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling