-9.9%
GTLB vs DRI
+56.7%
-66.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -5.0% |
| 7D | +4.6% | -1.2% | +5.8% | +4.9% |
| 30D | +21.0% | -0.4% | +21.4% | +20.8% |
| 3M | +51.7% | +9.5% | +42.2% | +48.1% |
| 6M | +89.3% | +6.5% | +82.8% | +85.4% |
| YTD | +25.6% | +18.4% | +7.2% | +18.0% |
| 1Y | -1.5% | +4.2% | -5.8% | -2.9% |
| 3Y | -9.9% | +57.1% | -67.0% | -31.8% |
| All | -9.9% | +56.7% | -66.6% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling