+198.1%
DOCN vs GFI
+504.7%
-306.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.4% | +13.1% | +12.7% |
| 7D | +16.3% | +5.7% | +10.6% | +15.4% |
| 30D | +2.0% | +15.6% | -13.6% | -0.1% |
| 3M | -25.2% | +31.5% | -56.7% | -28.3% |
| 6M | +132.7% | -3.7% | +136.4% | +130.4% |
| YTD | +163.3% | +11.2% | +152.0% | +154.0% |
| 1Y | +280.3% | +36.4% | +244.0% | +256.1% |
| 3Y | +371.8% | +313.5% | +58.3% | +275.5% |
| 5Y | +87.1% | +528.0% | -440.9% | +38.7% |
| All | +198.1% | +504.7% | -306.6% | +121.1% |
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