-54.8%
GTLB vs RRC
+75.5%
-130.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.3% |
| 7D | -5.7% | -1.8% | -3.9% | -5.3% |
| 30D | +15.1% | +2.7% | +12.5% | +14.5% |
| 3M | +65.5% | +8.8% | +56.6% | +62.2% |
| 6M | +102.9% | -1.2% | +104.1% | +102.4% |
| YTD | +25.2% | +17.6% | +7.6% | +19.8% |
| 1Y | -5.5% | +18.4% | -24.0% | -10.7% |
| 3Y | -10.9% | +33.1% | -44.0% | -19.8% |
| All | -54.8% | +75.5% | -130.3% | -60.1% |
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