+196.4%
DOCN vs GTLB
+14.8%
+181.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.5% | -9.4% | -13.4% |
| 7D | -29.3% | -13.5% | -15.8% | -25.0% |
| 30D | -46.0% | -5.1% | -40.9% | -44.7% |
| 3M | -43.2% | +35.5% | -78.7% | -50.0% |
| 6M | -53.7% | +97.2% | -150.9% | -66.1% |
| YTD | +46.9% | +30.5% | +16.4% | +27.3% |
| 1Y | +54.3% | +6.9% | +47.4% | +45.2% |
| All | +196.4% | +14.8% | +181.6% | +154.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling