+115.2%
DOCN vs GFS
-5.3%
+120.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +1.8% |
| 7D | +1.1% | +1.0% | +0.1% | +0.5% |
| 30D | -9.6% | -8.6% | -1.0% | -4.7% |
| 3M | -37.7% | -46.5% | +8.9% | -8.9% |
| 6M | +115.2% | -4.8% | +120.0% | +145.7% |
| All | +115.2% | -5.3% | +120.5% | +145.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling