-4.6%
RKT vs GTLB
-50.8%
+46.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.0% | -2.4% |
| 7D | -1.0% | -6.6% | +5.6% | +0.6% |
| 30D | -2.4% | +13.7% | -16.1% | -5.3% |
| 3M | +1.9% | +52.9% | -51.0% | -7.8% |
| 6M | -13.9% | +88.5% | -102.3% | -26.7% |
| YTD | -30.6% | +23.4% | -54.1% | -35.4% |
| 1Y | -34.4% | -3.8% | -30.5% | -35.8% |
| 3Y | +38.2% | -11.5% | +49.7% | +29.3% |
| All | -4.6% | -50.8% | +46.3% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling