-12.1%
GTLB vs RRC
+31.0%
-43.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -6.6% | -1.7% | -4.8% | -6.4% |
| 30D | +13.7% | +3.6% | +10.2% | +13.2% |
| 3M | +52.9% | +8.8% | +44.1% | +51.1% |
| 6M | +88.5% | +0.8% | +87.7% | +87.6% |
| YTD | +23.4% | +19.0% | +4.5% | +20.0% |
| 1Y | -3.8% | +22.9% | -26.7% | -8.1% |
| All | -12.1% | +31.0% | -43.2% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling