+70.5%
DOCN vs GIS
-23.6%
+94.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +1.2% |
| 7D | -19.2% | +3.6% | -22.7% | -17.4% |
| 30D | -43.1% | +13.9% | -57.0% | -38.7% |
| 3M | -40.7% | +0.3% | -41.0% | -39.2% |
| 6M | -55.0% | +5.0% | -59.9% | -52.3% |
| YTD | +50.6% | -18.4% | +69.0% | +48.6% |
| 1Y | +54.0% | -17.4% | +71.4% | +52.5% |
| 3Y | +203.9% | -36.9% | +240.8% | +182.9% |
| 5Y | -29.4% | -30.4% | +1.0% | -26.6% |
| All | +70.5% | -23.6% | +94.1% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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