-52.9%
DOCS vs GTLB
-62.5%
+9.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.1% |
| 7D | +2.6% | -0.7% | +3.3% | +2.8% |
| 30D | +11.4% | -10.2% | +21.6% | +15.4% |
| 3M | +25.4% | +10.1% | +15.3% | +21.0% |
| 6M | +42.5% | +116.5% | -73.9% | +10.6% |
| YTD | -24.7% | +27.2% | -51.9% | -32.0% |
| 1Y | -32.9% | +8.6% | -41.5% | -36.8% |
| 3Y | +39.6% | +5.6% | +34.0% | +20.5% |
| All | -52.9% | -62.5% | +9.7% | -52.8% |
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