+8.9%
DOCS vs GTLB
+0.5%
+8.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -3.1% |
| 7D | -1.4% | +11.1% | -12.5% | -4.7% |
| 30D | +21.8% | +37.8% | -16.0% | +10.9% |
| 3M | +27.3% | +61.6% | -34.3% | +10.8% |
| 6M | -0.3% | +98.9% | -99.3% | -18.5% |
| YTD | -40.5% | +32.8% | -73.3% | -46.7% |
| 1Y | -61.5% | +14.7% | -76.2% | -64.7% |
| All | +8.9% | +0.5% | +8.5% | -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 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