+74.7%
DOCN vs GGLL
+184.7%
-109.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.5% | -11.4% | -14.3% |
| 7D | -29.3% | -1.3% | -28.0% | -28.9% |
| 30D | -46.0% | -36.3% | -9.8% | -37.7% |
| 3M | -43.2% | -42.7% | -0.5% | -32.4% |
| 6M | -53.7% | -53.1% | -0.7% | -42.2% |
| YTD | +46.9% | -32.1% | +79.0% | +57.3% |
| 1Y | +54.3% | -20.1% | +74.4% | +54.1% |
| 3Y | +185.5% | +151.7% | +33.8% | +57.6% |
| All | +74.7% | +184.7% | -109.9% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling