-55.4%
GTLB vs DGX
+81.7%
-137.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -6.6% | -2.2% | -4.4% | -6.0% |
| 30D | +13.7% | -0.9% | +14.7% | +14.0% |
| 3M | +52.9% | +15.6% | +37.3% | +46.7% |
| 6M | +88.5% | +17.8% | +70.7% | +79.7% |
| YTD | +23.4% | +37.5% | -14.0% | +11.2% |
| 1Y | -3.8% | +31.2% | -35.0% | -12.3% |
| 3Y | -11.5% | +96.6% | -108.1% | -36.5% |
| All | -55.4% | +81.7% | -137.2% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling