-32.9%
DOCN vs GH
+43.1%
-75.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.2% | +2.8% | +6.0% |
| 7D | -12.8% | -7.0% | -5.8% | -9.9% |
| 30D | -41.9% | -5.2% | -36.7% | -40.3% |
| 3M | -36.9% | -5.8% | -31.2% | -35.4% |
| 6M | -52.2% | +65.9% | -118.2% | -61.6% |
| YTD | +62.7% | +55.5% | +7.3% | +33.0% |
| 1Y | +58.2% | +64.2% | -5.9% | +26.2% |
| 3Y | +219.5% | +606.0% | -386.6% | +12.5% |
| 5Y | -32.9% | +47.3% | -80.2% | -49.1% |
| All | -32.9% | +43.1% | -75.9% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling