-51.1%
DOCS vs GTLB
-59.0%
+7.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.2% | -2.2% |
| 7D | -1.3% | -13.5% | +12.2% | +3.5% |
| 30D | +19.4% | -5.1% | +24.5% | +21.3% |
| 3M | +53.4% | +35.5% | +17.9% | +39.0% |
| 6M | +28.8% | +97.2% | -68.5% | +2.7% |
| YTD | -25.1% | +30.5% | -55.6% | -32.9% |
| 1Y | -48.1% | +6.9% | -55.0% | -50.9% |
| 3Y | +51.4% | +15.7% | +35.7% | +26.8% |
| 5Y | -51.1% | -60.3% | +9.2% | -45.8% |
| All | -51.1% | -59.0% | +7.9% | -45.8% |
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