+59.1%
DIA vs GTLB
-63.6%
+122.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | -1.6% | -9.6% | +8.0% | -0.8% |
| 30D | +1.3% | -15.5% | +16.8% | +2.6% |
| 3M | -2.1% | +12.4% | -14.4% | -3.2% |
| 6M | +6.2% | +84.6% | -78.3% | +0.5% |
| YTD | +10.3% | +26.1% | -15.7% | +7.2% |
| 1Y | +11.0% | +1.7% | +9.3% | +9.6% |
| 3Y | +60.4% | +6.1% | +54.3% | +54.5% |
| 5Y | +59.1% | -61.1% | +120.2% | +52.4% |
| All | +59.1% | -63.6% | +122.7% | +52.4% |
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 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