-20.2%
DOW vs GTLB
+5.1%
-25.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +5.2% | -0.7% | +6.0% | +5.3% |
| 30D | +13.2% | -10.2% | +23.4% | +14.5% |
| 3M | +10.1% | +10.1% | 0.0% | +8.5% |
| 6M | -13.1% | +116.5% | -129.5% | -21.8% |
| YTD | +46.1% | +27.2% | +18.9% | +40.9% |
| 1Y | +50.0% | +8.6% | +41.5% | +48.2% |
| 3Y | -20.2% | +5.6% | -25.8% | -22.1% |
| All | -20.2% | +5.1% | -25.3% | -22.1% |
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 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