+0.2%
GTLB vs DOC
+20.8%
-20.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.6% |
| 7D | +11.1% | -1.5% | +12.5% | +11.5% |
| 30D | +37.8% | -4.8% | +42.6% | +39.6% |
| 3M | +61.6% | +6.9% | +54.7% | +58.1% |
| 6M | +98.9% | +20.7% | +78.2% | +86.6% |
| YTD | +32.8% | +34.1% | -1.4% | +18.8% |
| 1Y | +14.7% | +22.6% | -8.0% | +6.3% |
| All | +0.2% | +20.8% | -20.6% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling