-54.5%
GTLB vs RL
+270.2%
-324.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.2% |
| 7D | -9.6% | -4.4% | -5.3% | -7.4% |
| 30D | -15.5% | +5.6% | -21.1% | -18.5% |
| 3M | +12.4% | -0.6% | +13.0% | +11.9% |
| 6M | +84.6% | +15.5% | +69.1% | +62.9% |
| YTD | +26.1% | +12.3% | +13.8% | +9.9% |
| 1Y | +1.7% | +19.3% | -17.6% | -16.0% |
| 3Y | +6.1% | +255.5% | -249.5% | -67.2% |
| 5Y | -61.1% | +247.1% | -308.2% | -88.4% |
| All | -54.5% | +270.2% | -324.6% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling