+12.6%
GTLB vs DD
+49.3%
-36.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.1% |
| 7D | -9.7% | +8.7% | -18.3% | -9.0% |
| 30D | +1.7% | +15.3% | -13.6% | +3.0% |
| 3M | +43.6% | +5.9% | +37.6% | +44.0% |
| 6M | +113.0% | +11.6% | +101.4% | +113.4% |
| YTD | +39.5% | +26.5% | +13.0% | +36.4% |
| 1Y | +12.6% | +35.4% | -22.8% | +10.4% |
| All | +12.6% | +49.3% | -36.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling