+66.4%
DIA vs GTLB
-47.1%
+113.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -0.2% | +11.1% | -11.2% | -1.0% |
| 30D | -1.5% | +37.8% | -39.3% | -4.1% |
| 3M | +3.8% | +61.6% | -57.8% | -0.4% |
| 6M | +10.3% | +98.9% | -88.7% | +3.6% |
| YTD | +12.1% | +32.8% | -20.7% | +8.6% |
| 1Y | +18.6% | +14.7% | +4.0% | +16.0% |
| 3Y | +60.6% | +1.3% | +59.3% | +55.3% |
| All | +66.4% | -47.1% | +113.6% | +58.1% |
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