-54.6%
GTLB vs DRI
+65.4%
-120.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.2% |
| 7D | +4.6% | -1.2% | +5.8% | +5.5% |
| 30D | +21.0% | -0.4% | +21.4% | +20.6% |
| 3M | +51.7% | +9.5% | +42.2% | +40.8% |
| 6M | +89.3% | +6.5% | +82.8% | +76.7% |
| YTD | +25.6% | +18.4% | +7.2% | +6.3% |
| 1Y | -1.5% | +4.2% | -5.8% | -8.8% |
| 3Y | -9.9% | +57.1% | -67.0% | -47.4% |
| All | -54.6% | +65.4% | -120.0% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling