-3.5%
GTLB vs DRI
+1.2%
-4.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +1.9% |
| 7D | -4.1% | -4.8% | +0.7% | -5.2% |
| 30D | +12.3% | -5.2% | +17.5% | +11.0% |
| 3M | +65.9% | +2.7% | +63.2% | +67.1% |
| 6M | +104.0% | +3.6% | +100.4% | +106.7% |
| YTD | +26.0% | +15.4% | +10.6% | +31.0% |
| 1Y | -3.5% | +1.3% | -4.7% | +1.8% |
| All | -3.5% | +1.2% | -4.7% | +1.8% |
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