-36.5%
DG vs GTLB
-50.1%
+13.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.3% |
| 7D | -6.5% | -5.7% | -0.8% | -6.3% |
| 30D | +4.2% | +15.1% | -11.0% | +3.6% |
| 3M | +9.5% | +65.5% | -55.9% | +7.6% |
| 6M | -13.1% | +102.9% | -116.0% | -15.2% |
| YTD | -4.8% | +25.2% | -30.0% | -6.2% |
| 1Y | +20.6% | -5.5% | +26.1% | +19.7% |
| 3Y | +4.9% | -10.9% | +15.8% | +2.5% |
| All | -36.5% | -50.1% | +13.7% | -40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling