+103.1%
DOCN vs GFI
+368.6%
-265.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +19.1% | -8.7% | +27.8% | +20.6% |
| 30D | -21.0% | +0.6% | -21.6% | -21.3% |
| 3M | -34.7% | -7.5% | -27.3% | -34.3% |
| 6M | -45.8% | -18.3% | -27.4% | -44.7% |
| YTD | +79.4% | -13.8% | +93.2% | +79.0% |
| 1Y | +91.0% | -8.8% | +99.9% | +88.9% |
| 3Y | +237.5% | +215.8% | +21.6% | +178.3% |
| 5Y | -30.4% | +301.2% | -331.6% | -45.6% |
| All | +103.1% | +368.6% | -265.5% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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