-33.5%
DT vs GTLB
-50.1%
+16.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.6% | -5.7% | +4.1% | +0.2% |
| 30D | +3.0% | +15.1% | -12.1% | -1.7% |
| 3M | +26.5% | +65.5% | -39.0% | +7.7% |
| 6M | +35.9% | +102.9% | -67.0% | +8.5% |
| YTD | +17.8% | +25.2% | -7.4% | +7.5% |
| 1Y | +4.1% | -5.5% | +9.6% | +1.9% |
| 3Y | +5.3% | -10.9% | +16.2% | -2.3% |
| All | -33.5% | -50.1% | +16.6% | -37.2% |
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