-69.8%
DOCU vs GTLB
-48.0%
-21.8%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | +0.7% |
| 7D | -3.2% | -13.5% | +10.3% | +2.6% |
| 30D | +15.7% | -5.1% | +20.8% | +17.7% |
| 3M | +37.3% | +35.5% | +1.8% | +20.4% |
| 6M | +63.1% | +97.2% | -34.1% | +21.6% |
| YTD | +15.4% | +30.5% | -15.2% | +0.5% |
| 1Y | +11.3% | +6.9% | +4.4% | +4.3% |
| 3Y | +92.1% | +15.7% | +76.4% | +55.6% |
| 5Y | -70.5% | -60.3% | -10.2% | -73.1% |
| All | -69.8% | -48.0% | -21.8% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling