+252.3%
DOCN vs GGLL
+163.2%
+89.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.5% | -13.7% | -9.0% |
| 7D | -20.0% | -23.1% | +3.1% | -14.7% |
| 30D | -38.8% | -32.9% | -5.9% | -31.8% |
| 3M | -34.8% | -44.9% | +10.1% | -23.6% |
| 6M | -22.8% | -49.5% | +26.7% | -8.4% |
| YTD | +74.6% | -28.9% | +103.5% | +83.2% |
| 1Y | +116.4% | -12.2% | +128.6% | +111.5% |
| All | +252.3% | +163.2% | +89.1% | +134.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling