+196.4%
DOCN vs GFS
-31.4%
+227.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.9% | -6.0% | -10.3% |
| 7D | -29.3% | -20.7% | -8.6% | -19.0% |
| 30D | -46.0% | -25.2% | -20.8% | -36.4% |
| 3M | -43.2% | -26.3% | -16.9% | -33.0% |
| 6M | -53.7% | -50.7% | -3.0% | -33.7% |
| YTD | +46.9% | +4.5% | +42.4% | +44.2% |
| 1Y | +54.3% | +2.5% | +51.9% | +53.0% |
| All | +196.4% | -31.4% | +227.8% | +230.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling