+53.9%
DOCN vs GFS
+17.3%
+36.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -12.1% | -5.3% | -6.8% | -8.6% |
| 30D | -41.0% | -15.8% | -25.2% | -34.3% |
| 3M | -38.7% | -18.6% | -20.1% | -30.6% |
| 6M | -51.5% | -45.0% | -6.5% | -33.5% |
| YTD | +65.3% | +16.8% | +48.5% | +58.0% |
| 1Y | +53.9% | +17.8% | +36.1% | +45.2% |
| All | +53.9% | +17.3% | +36.6% | +45.2% |
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 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