-10.9%
GTLB vs RNG
+119.8%
-130.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -5.7% | -6.1% | +0.4% | -3.4% |
| 30D | +15.1% | +9.6% | +5.5% | +11.3% |
| 3M | +65.5% | +83.3% | -17.9% | +30.1% |
| 6M | +102.9% | +77.9% | +25.0% | +62.0% |
| YTD | +25.2% | +139.9% | -114.7% | -13.1% |
| 1Y | -5.5% | +121.7% | -127.2% | -32.4% |
| 3Y | -10.9% | +121.9% | -132.8% | -37.2% |
| All | -10.9% | +119.8% | -130.6% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling