-54.5%
GTLB vs DD
+58.6%
-113.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | -4.1% | -2.9% | -1.2% | -2.4% |
| 30D | +12.3% | -11.5% | +23.8% | +20.4% |
| 3M | +65.9% | -5.4% | +71.3% | +69.9% |
| 6M | +104.0% | -6.9% | +110.9% | +106.3% |
| YTD | +26.0% | +6.9% | +19.1% | +14.2% |
| 1Y | -3.5% | +35.6% | -39.1% | -27.9% |
| 3Y | -9.6% | +42.5% | -52.2% | -37.7% |
| All | -54.5% | +58.6% | -113.1% | -68.6% |
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 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