-6.2%
RMD vs GTLB
-47.1%
+41.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | -5.0% | +11.1% | -16.0% | -6.0% |
| 30D | +2.2% | +37.8% | -35.6% | -1.0% |
| 3M | +17.8% | +61.6% | -43.7% | +12.4% |
| 6M | -11.3% | +98.9% | -110.3% | -17.6% |
| YTD | -4.4% | +32.8% | -37.2% | -7.9% |
| 1Y | -15.7% | +14.7% | -30.4% | -17.9% |
| 3Y | +47.7% | +1.3% | +46.4% | +41.4% |
| All | -6.2% | -47.1% | +41.0% | -13.9% |
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