-27.5%
DOCN vs GTLB
-62.5%
+35.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.0% | -5.1% | -4.6% |
| 7D | +19.1% | -0.7% | +19.8% | +19.4% |
| 30D | -21.0% | -10.2% | -10.8% | -16.6% |
| 3M | -34.7% | +10.1% | -44.9% | -38.3% |
| 6M | -45.8% | +116.5% | -162.2% | -63.9% |
| YTD | +79.4% | +27.2% | +52.2% | +49.8% |
| 1Y | +91.0% | +8.6% | +82.5% | +70.6% |
| 3Y | +237.5% | +5.6% | +231.9% | +178.5% |
| All | -27.5% | -62.5% | +35.1% | -4.7% |
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