+70.5%
DOCN vs GH
+5.4%
+65.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.1% |
| 7D | -19.2% | -15.6% | -3.5% | -13.5% |
| 30D | -43.1% | -10.4% | -32.7% | -40.2% |
| 3M | -40.7% | -4.3% | -36.4% | -39.7% |
| 6M | -55.0% | +63.5% | -118.5% | -63.4% |
| YTD | +50.6% | +47.7% | +2.9% | +25.9% |
| 1Y | +54.0% | +56.7% | -2.8% | +25.4% |
| 3Y | +203.9% | +443.9% | -240.0% | +23.9% |
| 5Y | -29.4% | +36.9% | -66.3% | -50.4% |
| All | +70.5% | +5.4% | +65.2% | +23.3% |
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