-54.8%
GTLB vs DD
+58.2%
-112.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -5.7% | -3.5% | -2.2% | -3.7% |
| 30D | +15.1% | -11.7% | +26.8% | +23.6% |
| 3M | +65.5% | -9.2% | +74.7% | +73.8% |
| 6M | +102.9% | -7.2% | +110.1% | +105.6% |
| YTD | +25.2% | +6.6% | +18.6% | +13.6% |
| 1Y | -5.5% | +32.0% | -37.5% | -28.0% |
| 3Y | -10.9% | +42.1% | -53.0% | -38.4% |
| All | -54.8% | +58.2% | -112.9% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling