-10.3%
GTLB vs RRX
+1.6%
-11.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.5% |
| 7D | -4.1% | -3.7% | -0.3% | -3.2% |
| 30D | +12.3% | -9.3% | +21.6% | +14.8% |
| 3M | +65.9% | -21.8% | +87.7% | +72.3% |
| 6M | +104.0% | -22.0% | +126.0% | +106.0% |
| YTD | +26.0% | +11.9% | +14.1% | +6.2% |
| 1Y | -3.5% | +11.6% | -15.1% | -19.1% |
| All | -10.3% | +1.6% | -11.9% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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