-52.0%
GTLB vs DD
+63.9%
-115.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +11.1% | -3.5% | +14.6% | +13.4% |
| 30D | +37.8% | -10.3% | +48.1% | +46.6% |
| 3M | +61.6% | -7.5% | +69.1% | +68.0% |
| 6M | +98.9% | -8.0% | +106.9% | +103.1% |
| YTD | +32.8% | +10.5% | +22.3% | +18.0% |
| 1Y | +14.7% | +38.3% | -23.6% | -15.1% |
| 3Y | +1.3% | +42.5% | -41.1% | -29.3% |
| All | -52.0% | +63.9% | -115.9% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling