+118.9%
DE vs GTLB
-49.8%
+168.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | 0.0% |
| 7D | -2.4% | -4.1% | +1.7% | -2.1% |
| 30D | +9.7% | +12.3% | -2.6% | +8.8% |
| 3M | +21.4% | +65.9% | -44.5% | +17.2% |
| 6M | +15.0% | +104.0% | -89.0% | +9.0% |
| YTD | +46.4% | +26.0% | +20.4% | +43.4% |
| 1Y | +45.6% | -3.5% | +49.1% | +45.3% |
| 3Y | +76.8% | -9.6% | +86.4% | +73.2% |
| All | +118.9% | -49.8% | +168.7% | +115.6% |
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