-5.7%
DT vs GTLB
+6.1%
-11.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -25.5% | -9.7% | -15.9% | -22.1% |
| 30D | -22.3% | +1.7% | -24.0% | -23.0% |
| 3M | +2.3% | +43.6% | -41.2% | -14.1% |
| 6M | +20.7% | +113.0% | -92.3% | -17.2% |
| YTD | +7.9% | +39.5% | -31.6% | -16.3% |
| 1Y | -5.7% | +12.6% | -18.4% | -24.1% |
| All | -5.7% | +6.1% | -11.8% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling