+105.1%
DOCN vs GH
+8.1%
+96.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.0% | +9.7% |
| 7D | +3.7% | -8.2% | +11.9% | +7.6% |
| 30D | -33.7% | -4.9% | -28.8% | -31.9% |
| 3M | -27.9% | -6.2% | -21.6% | -26.0% |
| 6M | -46.4% | +60.0% | -106.5% | -56.2% |
| YTD | +81.1% | +51.5% | +29.6% | +49.9% |
| 1Y | +74.3% | +58.4% | +15.9% | +41.4% |
| 3Y | +245.8% | +617.2% | -371.4% | +24.0% |
| 5Y | -23.7% | +47.0% | -70.8% | -47.8% |
| All | +105.1% | +8.1% | +96.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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