-9.2%
RMD vs GTLB
-50.0%
+40.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -2.7% |
| 7D | -4.5% | +4.6% | -9.0% | -4.9% |
| 30D | +4.6% | +21.0% | -16.4% | +2.7% |
| 3M | +14.8% | +51.7% | -36.9% | +10.1% |
| 6M | -12.1% | +89.3% | -101.4% | -17.9% |
| YTD | -7.5% | +25.6% | -33.1% | -10.4% |
| 1Y | -20.1% | -1.5% | -18.5% | -20.9% |
| 3Y | +53.9% | -9.9% | +63.8% | +49.1% |
| All | -9.2% | -50.0% | +40.8% | -16.2% |
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