+140.3%
RBRK vs GTLB
-12.7%
+153.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.9% |
| 7D | -3.5% | -4.1% | +0.6% | -1.6% |
| 30D | -8.3% | +12.3% | -20.6% | -13.7% |
| 3M | +24.7% | +65.9% | -41.2% | -3.1% |
| 6M | +58.9% | +104.0% | -45.1% | +12.2% |
| YTD | +16.3% | +26.0% | -9.8% | -0.3% |
| 1Y | +10.1% | -3.5% | +13.6% | +4.0% |
| All | +140.3% | -12.7% | +153.0% | +166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling