-69.1%
DOCU vs GTLB
-49.4%
-19.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | +4.1% | -0.7% | +4.8% | +4.4% |
| 30D | +7.4% | -10.2% | +17.6% | +12.1% |
| 3M | +26.0% | +10.1% | +15.9% | +20.4% |
| 6M | +79.2% | +116.5% | -37.3% | +29.1% |
| YTD | +18.1% | +27.2% | -9.1% | +4.0% |
| 1Y | +20.5% | +8.6% | +12.0% | +12.2% |
| 3Y | +96.4% | +5.6% | +90.8% | +65.7% |
| 5Y | -69.5% | -61.8% | -7.7% | -71.9% |
| All | -69.1% | -49.4% | -19.7% | -71.4% |
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