+54.3%
DOCN vs GGLL
-16.9%
+71.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.5% | -11.4% | -14.7% |
| 7D | -29.3% | -1.3% | -28.0% | -28.9% |
| 30D | -46.0% | -36.3% | -9.8% | -39.7% |
| 3M | -43.2% | -42.7% | -0.5% | -35.0% |
| 6M | -53.7% | -53.1% | -0.7% | -44.9% |
| YTD | +46.9% | -32.1% | +79.0% | +56.2% |
| 1Y | +54.3% | -20.1% | +74.4% | +56.7% |
| All | +54.3% | -16.9% | +71.3% | +56.7% |
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