-54.2%
DOCS vs GTLB
-61.8%
+7.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -0.8% | -11.1% | +10.3% | +3.1% |
| 30D | +17.4% | -7.5% | +24.9% | +20.3% |
| 3M | +57.4% | +34.8% | +22.6% | +42.8% |
| 6M | +26.5% | +98.0% | -71.4% | +0.9% |
| YTD | -26.6% | +28.1% | -54.7% | -33.9% |
| 1Y | -48.1% | +5.6% | -53.6% | -50.6% |
| 3Y | +52.6% | +15.9% | +36.7% | +27.8% |
| All | -54.2% | -61.8% | +7.6% | -52.9% |
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