-57.6%
GTLB vs DOC
-21.9%
-35.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -1.4% |
| 7D | -9.7% | +8.7% | -18.4% | -13.1% |
| 30D | +1.7% | +7.6% | -5.9% | -2.0% |
| 3M | +43.6% | -5.3% | +48.8% | +46.5% |
| 6M | +113.0% | +27.6% | +85.4% | +84.1% |
| YTD | +39.5% | +32.4% | +7.1% | +16.9% |
| 1Y | +12.6% | +22.9% | -10.2% | -1.2% |
| 3Y | +23.6% | +43.1% | -19.5% | -7.1% |
| All | -57.6% | -21.9% | -35.7% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling