+98.7%
GD vs GTLB
-50.5%
+149.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | -1.9% | -10.9% | +9.0% | -1.5% |
| 30D | +10.9% | -15.3% | +26.2% | +11.6% |
| 3M | -6.8% | +14.6% | -21.3% | -7.4% |
| 6M | +7.0% | +79.6% | -72.6% | +4.2% |
| YTD | +11.1% | +24.3% | -13.2% | +9.5% |
| 1Y | +7.0% | +1.0% | +6.0% | +6.3% |
| 3Y | +59.9% | +4.6% | +55.3% | +56.7% |
| 5Y | +102.5% | -63.7% | +166.2% | +103.8% |
| All | +98.7% | -50.5% | +149.2% | +95.7% |
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