+4.7%
GTLB vs DAR
+29.4%
-24.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.6% | +0.4% |
| 7D | -9.6% | +3.6% | -13.2% | -10.3% |
| 30D | -15.5% | -11.3% | -4.2% | -13.7% |
| 3M | +12.4% | -13.1% | +25.5% | +14.9% |
| 6M | +84.6% | -15.1% | +99.7% | +89.1% |
| YTD | +26.1% | +50.5% | -24.4% | +12.2% |
| 1Y | +1.7% | +57.9% | -56.2% | -10.7% |
| All | +4.7% | +29.4% | -24.7% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling