+5.6%
GTLB vs DRI
+68.2%
-62.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | -10.2% | +9.7% | -19.9% | -11.6% |
| 3M | +10.1% | +3.2% | +6.9% | +9.3% |
| 6M | +116.5% | +20.6% | +95.9% | +108.1% |
| YTD | +27.2% | +28.3% | -1.1% | +18.4% |
| 1Y | +8.6% | +34.5% | -26.0% | -0.8% |
| 3Y | +5.6% | +66.5% | -61.0% | -18.5% |
| All | +5.6% | +68.2% | -62.6% | -18.5% |
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