-52.8%
GTLB vs DOC
-21.3%
-31.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.2% | -6.3% |
| 7D | -13.5% | +6.2% | -19.8% | -15.8% |
| 30D | -5.1% | +6.5% | -11.6% | -8.0% |
| 3M | +35.5% | -6.2% | +41.7% | +38.8% |
| 6M | +97.2% | +25.6% | +71.6% | +72.6% |
| YTD | +30.5% | +32.1% | -1.5% | +10.0% |
| 1Y | +6.9% | +20.3% | -13.4% | -4.7% |
| 3Y | +15.7% | +42.7% | -27.1% | -12.1% |
| 5Y | -60.3% | -22.2% | -38.2% | -56.0% |
| All | -52.8% | -21.3% | -31.6% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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