+119.8%
DE vs GTLB
-50.0%
+169.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.5% | -1.5% |
| 7D | +0.7% | +4.6% | -3.9% | +0.4% |
| 30D | +9.6% | +21.0% | -11.3% | +8.2% |
| 3M | +19.0% | +51.7% | -32.7% | +15.6% |
| 6M | +16.1% | +89.3% | -73.2% | +10.6% |
| YTD | +47.0% | +25.6% | +21.4% | +44.0% |
| 1Y | +43.1% | -1.5% | +44.7% | +42.6% |
| 3Y | +77.5% | -9.9% | +87.4% | +73.9% |
| All | +119.8% | -50.0% | +169.8% | +116.5% |
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 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