-32.9%
DOCN vs GTLB
-64.3%
+31.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.0% | +10.0% | +8.9% |
| 7D | -12.8% | -9.6% | -3.2% | -8.5% |
| 30D | -41.9% | -14.5% | -27.5% | -37.5% |
| 3M | -36.9% | +20.9% | -57.8% | -43.2% |
| 6M | -52.2% | +81.4% | -133.6% | -65.5% |
| YTD | +62.7% | +25.6% | +37.2% | +36.7% |
| 1Y | +58.2% | +3.4% | +54.8% | +44.7% |
| 3Y | +219.5% | +8.9% | +210.6% | +159.4% |
| 5Y | -32.9% | -64.0% | +31.1% | +9.3% |
| All | -32.9% | -64.3% | +31.4% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling