-57.1%
DOCS vs GTLB
-50.5%
-6.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -0.6% | -10.9% | +10.4% | +3.1% |
| 30D | +6.3% | -15.3% | +21.6% | +11.8% |
| 3M | +26.5% | +14.6% | +11.9% | +20.8% |
| 6M | +24.8% | +79.6% | -54.8% | +3.6% |
| YTD | -26.8% | +24.3% | -51.1% | -33.1% |
| 1Y | -38.3% | +1.0% | -39.3% | -40.4% |
| 3Y | +36.0% | +4.6% | +31.5% | +19.0% |
| 5Y | -55.0% | -63.7% | +8.8% | -64.9% |
| All | -57.1% | -50.5% | -6.6% | -63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling