-52.0%
GTLB vs RL
+229.0%
-281.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | -0.2% |
| 7D | +11.1% | -0.8% | +11.9% | +11.4% |
| 30D | +37.8% | -7.8% | +45.6% | +43.9% |
| 3M | +61.6% | -4.0% | +65.6% | +62.7% |
| 6M | +98.9% | -1.9% | +100.8% | +90.4% |
| YTD | +32.8% | -0.2% | +32.9% | +24.8% |
| 1Y | +14.7% | +10.7% | +4.0% | -1.6% |
| 3Y | +1.3% | +210.8% | -209.4% | -65.7% |
| All | -52.0% | +229.0% | -281.0% | -84.7% |
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 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