-54.8%
GTLB vs DAR
-11.9%
-42.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | 0.0% |
| 7D | -5.7% | -0.1% | -5.6% | -5.8% |
| 30D | +15.1% | +2.6% | +12.5% | +13.6% |
| 3M | +65.5% | +14.2% | +51.2% | +55.7% |
| 6M | +102.9% | +17.2% | +85.7% | +88.3% |
| YTD | +25.2% | +80.9% | -55.7% | -2.9% |
| 1Y | -5.5% | +104.0% | -109.5% | -31.1% |
| 3Y | -10.9% | +3.6% | -14.5% | -13.9% |
| All | -54.8% | -11.9% | -42.9% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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