-9.6%
DOCN vs GFS
-11.4%
+1.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -2.5% |
| 7D | +19.1% | +7.4% | +11.7% | +14.4% |
| 30D | -21.0% | -15.3% | -5.8% | -11.7% |
| 3M | -34.7% | -21.1% | -13.7% | -24.6% |
| 6M | -45.8% | -44.5% | -1.3% | -25.1% |
| YTD | +79.4% | +19.2% | +60.2% | +56.2% |
| 1Y | +91.0% | +27.2% | +63.8% | +59.9% |
| 3Y | +237.5% | -20.1% | +257.6% | +247.3% |
| 5Y | -30.4% | -25.6% | -4.8% | -26.6% |
| All | -9.6% | -11.4% | +1.8% | -1.4% |
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