-34.1%
DT vs GTLB
-50.8%
+16.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.1% |
| 7D | -0.5% | -6.6% | +6.0% | +1.5% |
| 30D | +0.1% | +13.7% | -13.7% | -4.2% |
| 3M | +24.1% | +52.9% | -28.8% | +8.1% |
| 6M | +30.1% | +88.5% | -58.4% | +6.1% |
| YTD | +16.8% | +23.4% | -6.7% | +7.0% |
| 1Y | -0.1% | -3.8% | +3.7% | -2.6% |
| 3Y | +6.8% | -11.5% | +18.3% | -0.6% |
| All | -34.1% | -50.8% | +16.7% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling