-69.3%
DOCU vs GTLB
-49.8%
-19.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.6% |
| 7D | -0.4% | -9.6% | +9.2% | +3.8% |
| 30D | +12.9% | -15.5% | +28.5% | +20.7% |
| 3M | +35.1% | +12.4% | +22.7% | +28.2% |
| 6M | +76.2% | +84.6% | -8.4% | +35.0% |
| YTD | +17.2% | +26.1% | -8.9% | +3.5% |
| 1Y | +16.4% | +1.7% | +14.7% | +11.3% |
| 3Y | +95.6% | +6.1% | +89.5% | +64.6% |
| 5Y | -68.5% | -61.1% | -7.4% | -70.9% |
| All | -69.3% | -49.8% | -19.5% | -71.5% |
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