-52.0%
GTLB vs DAR
-11.8%
-40.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.4% |
| 7D | +11.1% | +1.4% | +9.7% | +10.5% |
| 30D | +37.8% | +12.8% | +25.0% | +31.1% |
| 3M | +61.6% | +7.4% | +54.2% | +55.9% |
| 6M | +98.9% | +22.3% | +76.7% | +81.6% |
| YTD | +32.8% | +81.1% | -48.3% | +3.0% |
| 1Y | +14.7% | +106.5% | -91.8% | -16.7% |
| 3Y | +1.3% | +5.3% | -4.0% | -3.1% |
| All | -52.0% | -11.8% | -40.2% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling