-26.0%
DOCN vs GFS
-22.3%
-3.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.9% | -6.0% | -9.9% |
| 7D | -29.3% | -20.7% | -8.6% | -18.1% |
| 30D | -46.0% | -25.2% | -20.8% | -35.6% |
| 3M | -43.2% | -26.3% | -16.9% | -32.1% |
| 6M | -53.7% | -50.7% | -3.0% | -31.4% |
| YTD | +46.9% | +4.5% | +42.4% | +38.2% |
| 1Y | +54.3% | +2.5% | +51.9% | +46.7% |
| 3Y | +185.5% | -30.9% | +216.5% | +221.0% |
| 5Y | -31.1% | -42.6% | +11.5% | -23.0% |
| All | -26.0% | -22.3% | -3.6% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling