-54.5%
GTLB vs RNG
-70.9%
+16.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.6% |
| 7D | -4.1% | -9.6% | +5.5% | +1.3% |
| 30D | +12.3% | +8.8% | +3.5% | +7.2% |
| 3M | +65.9% | +78.6% | -12.7% | +17.4% |
| 6M | +104.0% | +70.3% | +33.7% | +47.5% |
| YTD | +26.0% | +140.3% | -114.3% | -30.4% |
| 1Y | -3.5% | +126.6% | -130.1% | -45.2% |
| 3Y | -9.6% | +120.2% | -129.9% | -53.5% |
| All | -54.5% | -70.9% | +16.4% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling