-5.7%
DOCN vs GFS
-9.0%
+3.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.7% |
| 7D | +27.4% | +17.2% | +10.2% | +16.0% |
| 30D | -29.7% | -8.7% | -21.0% | -25.3% |
| 3M | -32.5% | -19.7% | -12.8% | -22.9% |
| 6M | -42.2% | -40.7% | -1.5% | -23.2% |
| YTD | +87.2% | +22.5% | +64.6% | +60.3% |
| 1Y | +86.2% | +25.2% | +61.0% | +57.4% |
| 3Y | +257.4% | -17.7% | +275.1% | +261.0% |
| 5Y | -27.4% | -23.5% | -3.8% | -24.6% |
| All | -5.7% | -9.0% | +3.3% | +1.2% |
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