+74.3%
DOCN vs GTLB
+3.7%
+70.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.4% | +8.2% | +9.3% |
| 7D | +3.7% | -9.6% | +13.4% | +6.1% |
| 30D | -33.7% | -15.5% | -18.2% | -31.2% |
| 3M | -27.9% | +12.4% | -40.3% | -29.0% |
| 6M | -46.4% | +84.6% | -131.0% | -54.0% |
| YTD | +81.1% | +26.1% | +55.0% | +76.2% |
| 1Y | +74.3% | +1.7% | +72.6% | +72.8% |
| All | +74.3% | +3.7% | +70.6% | +72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling