+22.2%
DG vs GTLB
+4.1%
+18.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.5% | -3.5% | +1.0% | -2.5% |
| 30D | +7.7% | -9.0% | +16.7% | +7.6% |
| 3M | +13.1% | +15.9% | -2.7% | +13.3% |
| 6M | +32.0% | +104.9% | -72.8% | +34.2% |
| YTD | +3.3% | +26.0% | -22.6% | +2.3% |
| 1Y | +31.7% | +1.8% | +29.9% | +28.8% |
| All | +22.2% | +4.1% | +18.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling