-54.6%
GTLB vs RL
+274.4%
-329.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.8% | -5.5% |
| 7D | -9.6% | +0.2% | -9.8% | -9.9% |
| 30D | -14.5% | +7.3% | -21.8% | -18.3% |
| 3M | +20.9% | +1.0% | +19.9% | +19.1% |
| 6M | +81.4% | +11.8% | +69.6% | +63.7% |
| YTD | +25.6% | +13.6% | +11.9% | +8.7% |
| 1Y | +3.4% | +24.0% | -20.6% | -16.8% |
| 3Y | +8.9% | +256.6% | -247.7% | -66.3% |
| 5Y | -64.0% | +240.2% | -304.2% | -89.2% |
| All | -54.6% | +274.4% | -329.0% | -86.6% |
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