-54.8%
GTLB vs DGX
+81.4%
-136.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.1% |
| 7D | -5.7% | -0.9% | -4.8% | -5.5% |
| 30D | +15.1% | -1.2% | +16.3% | +15.5% |
| 3M | +65.5% | +15.8% | +49.7% | +58.7% |
| 6M | +102.9% | +18.2% | +84.7% | +93.2% |
| YTD | +25.2% | +37.2% | -12.0% | +12.9% |
| 1Y | -5.5% | +30.4% | -35.9% | -13.7% |
| 3Y | -10.9% | +96.7% | -107.6% | -36.2% |
| All | -54.8% | +81.4% | -136.2% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling