-63.3%
GTLB vs DOC
-21.4%
-41.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.1% |
| 7D | -11.1% | +6.5% | -17.6% | -13.6% |
| 30D | -7.5% | +9.2% | -16.7% | -11.4% |
| 3M | +34.8% | -2.5% | +37.3% | +35.7% |
| 6M | +98.0% | +7.1% | +90.9% | +89.5% |
| YTD | +28.1% | +33.0% | -4.9% | +7.1% |
| 1Y | +5.6% | +23.3% | -17.7% | -7.5% |
| 3Y | +15.9% | +44.9% | -29.0% | -13.7% |
| All | -63.3% | -21.4% | -41.8% | -58.1% |
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 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