+324.3%
DOCN vs GFI
+319.2%
+5.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.1% |
| 7D | +1.1% | +3.1% | -2.0% | +0.6% |
| 30D | -9.6% | +27.1% | -36.7% | -13.3% |
| 3M | -37.7% | +21.2% | -58.9% | -40.0% |
| 6M | +115.2% | -4.5% | +119.7% | +112.5% |
| YTD | +133.7% | +11.7% | +122.0% | +122.7% |
| 1Y | +250.2% | +46.0% | +204.1% | +218.5% |
| All | +324.3% | +319.2% | +5.1% | +193.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling