-33.7%
DOW vs GTLB
-49.8%
+16.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.6% |
| 7D | -2.4% | -4.1% | +1.7% | -2.0% |
| 30D | -4.1% | +12.3% | -16.4% | -5.2% |
| 3M | -12.4% | +65.9% | -78.3% | -16.6% |
| 6M | -10.6% | +104.0% | -114.6% | -17.0% |
| YTD | +31.1% | +26.0% | +5.1% | +27.0% |
| 1Y | +30.5% | -3.5% | +34.0% | +29.5% |
| 3Y | -34.4% | -9.6% | -24.8% | -36.0% |
| All | -33.7% | -49.8% | +16.2% | -37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling