+12.6%
GTLB vs RNG
+179.4%
-166.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -9.7% | -9.6% | -0.1% | -6.5% |
| 30D | +1.7% | -1.4% | +3.1% | +2.1% |
| 3M | +43.6% | +28.8% | +14.8% | +32.5% |
| 6M | +113.0% | +65.6% | +47.4% | +79.4% |
| YTD | +39.5% | +171.4% | -131.9% | +7.3% |
| 1Y | +12.6% | +185.3% | -172.7% | -16.1% |
| All | +12.6% | +179.4% | -166.8% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling