-3.6%
DOCN vs GTLB
-49.8%
+46.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.4% | +8.2% | +9.0% |
| 7D | +3.7% | -9.6% | +13.4% | +8.9% |
| 30D | -33.7% | -15.5% | -18.2% | -28.3% |
| 3M | -27.9% | +12.4% | -40.3% | -32.6% |
| 6M | -46.4% | +84.6% | -131.0% | -61.5% |
| YTD | +81.1% | +26.1% | +55.0% | +52.4% |
| 1Y | +74.3% | +1.7% | +72.6% | +61.1% |
| 3Y | +245.8% | +6.1% | +239.8% | +186.4% |
| 5Y | -23.7% | -61.1% | +37.4% | -14.1% |
| All | -3.6% | -49.8% | +46.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling