-12.1%
GTLB vs DD
+42.2%
-54.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.8% | -0.8% |
| 7D | -6.6% | -3.8% | -2.8% | -5.3% |
| 30D | +13.7% | -9.2% | +23.0% | +17.6% |
| 3M | +52.9% | -9.0% | +61.9% | +57.5% |
| 6M | +88.5% | -5.0% | +93.4% | +87.9% |
| YTD | +23.4% | +7.4% | +16.1% | +14.7% |
| 1Y | -3.8% | +35.1% | -38.9% | -22.0% |
| All | -12.1% | +42.2% | -54.3% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling