+116.4%
DOCN vs GFS
+15.5%
+101.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.9% | -1.2% | -3.6% |
| 7D | -20.0% | -12.5% | -7.5% | -13.1% |
| 30D | -38.8% | -16.9% | -21.8% | -31.7% |
| 3M | -34.8% | -22.3% | -12.6% | -25.1% |
| 6M | -22.8% | -40.2% | +17.4% | +2.2% |
| YTD | +74.6% | +16.0% | +58.6% | +61.6% |
| 1Y | +116.4% | +17.7% | +98.8% | +97.8% |
| All | +116.4% | +15.5% | +101.0% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling