-36.5%
DG vs GTLB
-50.8%
+14.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.8% | -2.5% |
| 7D | -4.8% | -6.6% | +1.7% | -4.6% |
| 30D | +1.8% | +13.7% | -12.0% | +1.3% |
| 3M | +14.5% | +52.9% | -38.4% | +12.7% |
| 6M | -13.6% | +88.5% | -102.0% | -15.5% |
| YTD | -4.8% | +23.4% | -28.3% | -6.1% |
| 1Y | +21.6% | -3.8% | +25.4% | +20.6% |
| 3Y | +4.5% | -11.5% | +16.0% | +2.1% |
| All | -36.5% | -50.8% | +14.4% | -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 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