+134.2%
RBRK vs GTLB
-13.3%
+147.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.2% |
| 7D | -7.5% | -5.7% | -1.8% | -4.8% |
| 30D | -10.4% | +15.1% | -25.6% | -16.7% |
| 3M | +21.3% | +65.5% | -44.2% | -5.6% |
| 6M | +50.6% | +102.9% | -52.2% | +6.7% |
| YTD | +13.3% | +25.2% | -11.9% | -2.5% |
| 1Y | +11.2% | -5.5% | +16.8% | +6.1% |
| All | +134.2% | -13.3% | +147.5% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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