-60.1%
GTLB vs DD
+67.2%
-127.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.3% |
| 7D | -0.7% | +5.0% | -5.7% | -3.7% |
| 30D | -10.2% | +19.7% | -29.9% | -19.4% |
| 3M | +10.1% | +7.2% | +2.9% | +5.1% |
| 6M | +116.5% | +1.0% | +115.4% | +112.1% |
| YTD | +27.2% | +29.1% | -1.9% | +2.2% |
| 1Y | +8.6% | +28.5% | -19.9% | -12.6% |
| 3Y | +5.6% | +89.4% | -83.9% | -41.7% |
| All | -60.1% | +67.2% | -127.3% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling