-32.9%
DOCN vs GFS
-31.0%
-1.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.9% | +3.1% | +5.0% |
| 7D | -12.8% | -3.1% | -9.7% | -10.5% |
| 30D | -41.9% | -16.0% | -25.9% | -35.1% |
| 3M | -36.9% | -24.7% | -12.2% | -25.2% |
| 6M | -52.2% | -45.1% | -7.1% | -33.2% |
| YTD | +62.7% | +16.5% | +46.3% | +42.4% |
| 1Y | +58.2% | +19.3% | +38.9% | +36.6% |
| 3Y | +219.5% | -20.0% | +239.4% | +226.0% |
| 5Y | -32.9% | -32.0% | -0.8% | -33.1% |
| All | -32.9% | -31.0% | -1.8% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling