+59.9%
DIA vs GTLB
-8.4%
+68.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.2% | -0.7% |
| 7D | +0.1% | +4.6% | -4.5% | -0.4% |
| 30D | -2.1% | +21.0% | -23.1% | -3.8% |
| 3M | +4.2% | +51.7% | -47.5% | +0.1% |
| 6M | +11.9% | +89.3% | -77.4% | +4.9% |
| YTD | +10.8% | +25.6% | -14.8% | +8.0% |
| 1Y | +17.5% | -1.5% | +19.1% | +17.0% |
| 3Y | +59.9% | -9.9% | +69.9% | +56.9% |
| All | +59.9% | -8.4% | +68.4% | +56.9% |
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 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