-54.5%
GTLB vs RRX
+15.6%
-70.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +3.0% |
| 7D | -4.1% | -3.7% | -0.3% | -2.5% |
| 30D | +12.3% | -9.3% | +21.6% | +17.1% |
| 3M | +65.9% | -21.8% | +87.7% | +78.4% |
| 6M | +104.0% | -22.0% | +126.0% | +108.8% |
| YTD | +26.0% | +11.9% | +14.1% | -1.5% |
| 1Y | -3.5% | +11.6% | -15.1% | -25.5% |
| 3Y | -9.6% | +2.2% | -11.8% | -31.1% |
| All | -54.5% | +15.6% | -70.0% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling