+46.5%
DLR vs GTLB
-49.8%
+96.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | -1.3% | -4.1% | +2.8% | -0.9% |
| 30D | -2.9% | +12.3% | -15.2% | -4.2% |
| 3M | +3.2% | +65.9% | -62.7% | -2.7% |
| 6M | +3.9% | +104.0% | -100.1% | -5.0% |
| YTD | +21.4% | +26.0% | -4.6% | +16.9% |
| 1Y | +9.7% | -3.5% | +13.2% | +8.5% |
| 3Y | +56.5% | -9.6% | +66.2% | +51.5% |
| All | +46.5% | -49.8% | +96.3% | +36.4% |
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