-34.7%
DG vs GTLB
-61.5%
+26.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -2.5% | -3.5% | +1.0% | -2.3% |
| 30D | +7.7% | -9.0% | +16.7% | +8.0% |
| 3M | +13.1% | +15.9% | -2.7% | +12.4% |
| 6M | +32.0% | +104.9% | -72.8% | +28.8% |
| YTD | +3.3% | +26.0% | -22.6% | +1.8% |
| 1Y | +31.7% | +1.8% | +29.9% | +30.3% |
| 3Y | +21.7% | +6.0% | +15.7% | +17.7% |
| 5Y | -34.7% | -62.2% | +27.4% | -41.8% |
| All | -34.7% | -61.5% | +26.8% | -41.8% |
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 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