-32.1%
DG vs GTLB
-47.1%
+15.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +8.4% | +11.1% | -2.7% | +8.0% |
| 30D | +4.9% | +37.8% | -32.9% | +3.8% |
| 3M | +29.3% | +61.6% | -32.2% | +27.1% |
| 6M | -11.3% | +98.9% | -110.2% | -13.4% |
| YTD | +1.8% | +32.8% | -31.0% | +0.1% |
| 1Y | +25.3% | +14.7% | +10.7% | +23.6% |
| 3Y | +9.1% | +1.3% | +7.7% | +5.9% |
| All | -32.1% | -47.1% | +15.1% | -36.9% |
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