-54.5%
GTLB vs RRC
+119.5%
-174.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -3.5% | +2.5% | -6.0% | -4.0% |
| 30D | -9.0% | +21.1% | -30.1% | -12.9% |
| 3M | +15.9% | +28.4% | -12.5% | +9.3% |
| 6M | +104.9% | +26.5% | +78.4% | +93.4% |
| YTD | +26.0% | +47.0% | -21.0% | +14.3% |
| 1Y | +1.8% | +35.2% | -33.4% | -6.2% |
| 3Y | +6.0% | +61.0% | -55.0% | -8.3% |
| 5Y | -62.2% | +133.6% | -195.8% | -68.4% |
| All | -54.5% | +119.5% | -174.0% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling