+250.2%
DOCN vs GGLL
+80.0%
+170.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.5% |
| 7D | +1.1% | -4.8% | +5.9% | +2.5% |
| 30D | -9.6% | -13.7% | +4.1% | -5.9% |
| 3M | -37.7% | -21.9% | -15.8% | -33.8% |
| 6M | +115.2% | +11.7% | +103.6% | +97.4% |
| YTD | +133.7% | +2.3% | +131.5% | +121.1% |
| 1Y | +250.2% | +76.2% | +174.0% | +147.2% |
| All | +250.2% | +80.0% | +170.2% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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