-61.1%
GTLB vs RRC
+135.4%
-196.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | -9.6% | -0.5% | -9.2% | -9.6% |
| 30D | -15.5% | +25.2% | -40.7% | -19.9% |
| 3M | +12.4% | +27.8% | -15.4% | +6.0% |
| 6M | +84.6% | +27.2% | +57.3% | +73.8% |
| YTD | +26.1% | +48.2% | -22.1% | +13.9% |
| 1Y | +1.7% | +34.7% | -33.0% | -6.4% |
| 3Y | +6.1% | +62.2% | -56.2% | -8.7% |
| 5Y | -61.1% | +130.9% | -192.0% | -69.1% |
| All | -61.1% | +135.4% | -196.6% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling