+87.1%
DOCN vs GH
+8.5%
+78.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.7% | +2.4% |
| 7D | -12.1% | -11.2% | -0.9% | -7.7% |
| 30D | -41.0% | -7.2% | -33.8% | -38.9% |
| 3M | -38.7% | -7.1% | -31.6% | -36.9% |
| 6M | -51.5% | +62.3% | -113.8% | -60.5% |
| YTD | +65.3% | +52.1% | +13.2% | +36.6% |
| 1Y | +53.9% | +58.6% | -4.8% | +24.8% |
| 3Y | +215.6% | +619.9% | -404.3% | +13.0% |
| 5Y | -26.2% | +49.7% | -75.9% | -49.7% |
| All | +87.1% | +8.5% | +78.6% | +33.9% |
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