-9.9%
GTLB vs DAR
+14.9%
-24.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.9% | -8.3% | -6.0% |
| 7D | +4.6% | -0.9% | +5.4% | +4.7% |
| 30D | +21.0% | +13.0% | +8.0% | +17.5% |
| 3M | +51.7% | +15.0% | +36.7% | +46.2% |
| 6M | +89.3% | +26.8% | +62.4% | +77.8% |
| YTD | +25.6% | +86.4% | -60.8% | +7.0% |
| 1Y | -1.5% | +115.1% | -116.6% | -19.7% |
| 3Y | -9.9% | +14.6% | -24.6% | -14.1% |
| All | -9.9% | +14.9% | -24.8% | -14.1% |
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