-55.4%
GTLB vs RNG
-70.7%
+15.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.3% |
| 7D | -6.6% | -4.1% | -2.5% | -4.6% |
| 30D | +13.7% | +8.6% | +5.1% | +8.7% |
| 3M | +52.9% | +78.0% | -25.1% | +8.5% |
| 6M | +88.5% | +67.0% | +21.4% | +37.9% |
| YTD | +23.4% | +142.4% | -119.0% | -32.2% |
| 1Y | -3.8% | +120.4% | -124.3% | -44.5% |
| 3Y | -11.5% | +122.1% | -133.6% | -54.7% |
| All | -55.4% | -70.7% | +15.3% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling