-52.0%
GTLB vs RVTY
-22.5%
-29.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +11.1% | +1.1% | +10.0% | +10.5% |
| 30D | +37.8% | +13.2% | +24.6% | +27.6% |
| 3M | +61.6% | +27.2% | +34.3% | +37.1% |
| 6M | +98.9% | +32.4% | +66.5% | +62.0% |
| YTD | +32.8% | +34.9% | -2.1% | +6.1% |
| 1Y | +14.7% | +52.4% | -37.7% | -17.0% |
| 3Y | +1.3% | +12.3% | -10.9% | -14.4% |
| All | -52.0% | -22.5% | -29.5% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling