-54.5%
GTLB vs DRI
+78.5%
-133.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -3.5% | -0.3% | -3.2% | -3.3% |
| 30D | -9.0% | +10.8% | -19.8% | -14.8% |
| 3M | +15.9% | +0.9% | +14.9% | +14.2% |
| 6M | +104.9% | +16.3% | +88.5% | +82.2% |
| YTD | +26.0% | +27.8% | -1.8% | +1.1% |
| 1Y | +1.8% | +33.9% | -32.1% | -21.8% |
| 3Y | +6.0% | +67.2% | -61.2% | -40.3% |
| 5Y | -62.2% | +79.0% | -141.2% | -82.2% |
| All | -54.5% | +78.5% | -133.0% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling