+66.4%
DOCN vs GH
+7.2%
+59.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.0% | -6.9% | -12.5% |
| 7D | -29.3% | -17.2% | -12.1% | -23.7% |
| 30D | -46.0% | -10.1% | -35.9% | -43.4% |
| 3M | -43.2% | -6.0% | -37.2% | -41.8% |
| 6M | -53.7% | +71.4% | -125.1% | -63.1% |
| YTD | +46.9% | +50.2% | -3.3% | +22.0% |
| 1Y | +54.3% | +61.4% | -7.1% | +24.3% |
| 3Y | +185.5% | +435.2% | -249.6% | +17.7% |
| 5Y | -31.1% | +39.2% | -70.3% | -52.0% |
| All | +66.4% | +7.2% | +59.2% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling