-5.5%
GTLB vs DD
+34.9%
-40.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -5.7% | -3.5% | -2.2% | -6.1% |
| 30D | +15.1% | -11.7% | +26.8% | +13.5% |
| 3M | +65.5% | -9.2% | +74.7% | +63.7% |
| 6M | +102.9% | -7.2% | +110.1% | +100.2% |
| YTD | +25.2% | +6.6% | +18.6% | +24.1% |
| 1Y | -5.5% | +32.0% | -37.5% | -6.3% |
| All | -5.5% | +34.9% | -40.4% | -6.3% |
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