+60.0%
DLR vs GTLB
-8.4%
+68.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.1% |
| 7D | +3.4% | +4.6% | -1.2% | +2.9% |
| 30D | -2.2% | +21.0% | -23.2% | -4.1% |
| 3M | +4.7% | +51.7% | -47.0% | +0.2% |
| 6M | +9.0% | +89.3% | -80.3% | +1.2% |
| YTD | +24.1% | +25.6% | -1.5% | +20.9% |
| 1Y | +20.9% | -1.5% | +22.5% | +21.3% |
| 3Y | +60.0% | -9.9% | +70.0% | +58.9% |
| All | +60.0% | -8.4% | +68.4% | +58.9% |
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