+70.5%
DOCN vs GFI
+413.3%
-342.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.0% | +2.0% |
| 7D | -19.2% | +19.0% | -38.1% | -21.4% |
| 30D | -43.1% | +11.8% | -54.8% | -44.0% |
| 3M | -40.7% | +7.3% | -48.0% | -41.5% |
| 6M | -55.0% | -13.3% | -41.7% | -54.5% |
| YTD | +50.6% | -5.6% | +56.2% | +48.5% |
| 1Y | +54.0% | +9.2% | +44.7% | +48.6% |
| 3Y | +203.9% | +213.7% | -9.8% | +150.3% |
| 5Y | -29.4% | +395.5% | -424.9% | -45.9% |
| All | +70.5% | +413.3% | -342.8% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling