-2.6%
RKT vs GTLB
-49.4%
+46.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -9.0% | -0.7% | -8.2% | -8.8% |
| 30D | +30.2% | -10.2% | +40.4% | +33.0% |
| 3M | -8.8% | +10.1% | -18.9% | -11.5% |
| 6M | -0.9% | +116.5% | -117.4% | -18.0% |
| YTD | -29.2% | +27.2% | -56.4% | -34.9% |
| 1Y | -20.1% | +8.6% | -28.6% | -24.0% |
| 3Y | +81.3% | +5.6% | +75.8% | +61.7% |
| 5Y | -6.6% | -61.8% | +55.2% | -17.4% |
| All | -2.6% | -49.4% | +46.8% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling