+48.9%
DLR vs GTLB
-47.1%
+96.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.2% |
| 7D | +1.6% | +11.1% | -9.5% | +0.4% |
| 30D | -3.4% | +37.8% | -41.2% | -6.8% |
| 3M | +0.5% | +61.6% | -61.1% | -5.0% |
| 6M | +4.6% | +98.9% | -94.4% | -4.1% |
| YTD | +23.4% | +32.8% | -9.4% | +18.1% |
| 1Y | +19.0% | +14.7% | +4.4% | +15.4% |
| 3Y | +56.5% | +1.3% | +55.2% | +49.6% |
| All | +48.9% | -47.1% | +96.0% | +37.9% |
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 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