-52.0%
GTLB vs RRC
+78.7%
-130.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.2% |
| 7D | +11.1% | +1.3% | +9.8% | +10.7% |
| 30D | +37.8% | +10.1% | +27.7% | +35.0% |
| 3M | +61.6% | +4.0% | +57.6% | +59.8% |
| 6M | +98.9% | +1.6% | +97.3% | +97.3% |
| YTD | +32.8% | +19.7% | +13.1% | +26.5% |
| 1Y | +14.7% | +21.4% | -6.8% | +7.7% |
| 3Y | +1.3% | +29.7% | -28.3% | -8.1% |
| All | -52.0% | +78.7% | -130.7% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling