-71.7%
DOCU vs GTLB
-61.8%
-9.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -0.9% |
| 7D | -5.5% | -11.1% | +5.5% | -0.8% |
| 30D | +12.6% | -7.5% | +20.1% | +15.9% |
| 3M | +36.4% | +34.8% | +1.6% | +19.5% |
| 6M | +66.8% | +98.0% | -31.2% | +23.3% |
| YTD | +13.5% | +28.1% | -14.7% | -0.7% |
| 1Y | +11.3% | +5.6% | +5.7% | +4.6% |
| 3Y | +92.1% | +15.9% | +76.1% | +53.9% |
| All | -71.7% | -61.8% | -9.8% | -63.0% |
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