-24.1%
DOCN vs GFS
-17.5%
-6.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.7% | -1.2% |
| 7D | -19.2% | -7.8% | -11.3% | -14.7% |
| 30D | -43.1% | -19.7% | -23.4% | -35.0% |
| 3M | -40.7% | -23.1% | -17.6% | -31.0% |
| 6M | -55.0% | -46.4% | -8.6% | -36.6% |
| YTD | +50.6% | +11.0% | +39.6% | +36.5% |
| 1Y | +54.0% | +12.6% | +41.3% | +38.3% |
| 3Y | +203.9% | -24.9% | +228.8% | +224.2% |
| 5Y | -29.4% | -39.1% | +9.7% | -24.0% |
| All | -24.1% | -17.5% | -6.6% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling