-54.5%
GTLB vs RVTY
-28.1%
-26.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +3.6% |
| 7D | -4.1% | -7.4% | +3.3% | +0.6% |
| 30D | +12.3% | +4.5% | +7.8% | +9.3% |
| 3M | +65.9% | +19.5% | +46.4% | +46.6% |
| 6M | +104.0% | +34.1% | +69.8% | +64.2% |
| YTD | +26.0% | +25.3% | +0.8% | +5.4% |
| 1Y | -3.5% | +47.0% | -50.5% | -28.7% |
| 3Y | -9.6% | +14.1% | -23.8% | -27.3% |
| All | -54.5% | -28.1% | -26.4% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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