-41.5%
DT vs GTLB
-49.8%
+8.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +2.7% | -3.5% | +6.2% | +3.9% |
| 30D | -30.4% | -9.0% | -21.4% | -28.3% |
| 3M | -9.4% | +15.9% | -25.3% | -13.8% |
| 6M | +14.5% | +104.9% | -90.3% | -8.7% |
| YTD | +3.6% | +26.0% | -22.4% | -5.7% |
| 1Y | -3.4% | +1.8% | -5.2% | -7.0% |
| 3Y | -11.1% | +6.0% | -17.1% | -21.5% |
| 5Y | -39.5% | -62.2% | +22.7% | -42.1% |
| All | -41.5% | -49.8% | +8.3% | -44.9% |
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 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