+203.9%
DOCN vs GFI
+210.4%
-6.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +1.9% |
| 7D | -19.2% | +19.0% | -38.1% | -21.7% |
| 30D | -43.1% | +11.8% | -54.8% | -44.1% |
| 3M | -40.7% | +7.3% | -48.0% | -41.5% |
| 6M | -55.0% | -13.3% | -41.7% | -54.6% |
| YTD | +50.6% | -5.6% | +56.2% | +47.5% |
| 1Y | +54.0% | +9.2% | +44.7% | +47.4% |
| 3Y | +203.9% | +213.7% | -9.8% | +150.0% |
| All | +203.9% | +210.4% | -6.5% | +150.0% |
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