-54.1%
GTLB vs DOC
-21.8%
-32.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.3% |
| 7D | -0.7% | -1.4% | +0.6% | -0.2% |
| 30D | -10.2% | +7.2% | -17.4% | -13.2% |
| 3M | +10.1% | -2.5% | +12.6% | +10.8% |
| 6M | +116.5% | +5.3% | +111.1% | +108.9% |
| YTD | +27.2% | +31.2% | -4.0% | +7.5% |
| 1Y | +8.6% | +21.9% | -13.4% | -4.1% |
| 3Y | +5.6% | +53.9% | -48.4% | -24.0% |
| 5Y | -61.8% | -21.7% | -40.1% | -56.6% |
| All | -54.1% | -21.8% | -32.3% | -48.4% |
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