+203.9%
DOCN vs GTLB
+12.7%
+191.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.2% |
| 7D | -19.2% | -11.1% | -8.1% | -15.3% |
| 30D | -43.1% | -7.5% | -35.6% | -41.1% |
| 3M | -40.7% | +34.8% | -75.5% | -47.8% |
| 6M | -55.0% | +98.0% | -153.0% | -67.1% |
| YTD | +50.6% | +28.1% | +22.5% | +31.3% |
| 1Y | +54.0% | +5.6% | +48.4% | +45.4% |
| 3Y | +203.9% | +15.9% | +188.0% | +163.0% |
| All | +203.9% | +12.7% | +191.2% | +163.0% |
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