+14.7%
GTLB vs DRI
+6.9%
+7.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +0.9% |
| 7D | +11.1% | +0.6% | +10.5% | +11.2% |
| 30D | +37.8% | +3.8% | +34.0% | +39.0% |
| 3M | +61.6% | +13.0% | +48.6% | +66.6% |
| 6M | +98.9% | +8.3% | +90.6% | +103.7% |
| YTD | +32.8% | +20.6% | +12.2% | +39.3% |
| 1Y | +14.7% | +6.5% | +8.2% | +23.7% |
| All | +14.7% | +6.9% | +7.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling