+12.6%
GTLB vs RRC
+44.7%
-32.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -0.1% |
| 7D | -9.7% | -6.8% | -2.9% | -9.9% |
| 30D | +1.7% | +34.7% | -33.0% | +3.4% |
| 3M | +43.6% | +31.5% | +12.0% | +45.7% |
| 6M | +113.0% | +21.8% | +91.2% | +112.9% |
| YTD | +39.5% | +48.9% | -9.3% | +47.7% |
| 1Y | +12.6% | +42.1% | -29.5% | +15.4% |
| All | +12.6% | +44.7% | -32.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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