+84.2%
DOCN vs GIS
-24.9%
+109.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +7.2% |
| 7D | -12.8% | +0.4% | -13.2% | -12.2% |
| 30D | -41.9% | +10.1% | -52.0% | -38.5% |
| 3M | -36.9% | -3.7% | -33.3% | -36.4% |
| 6M | -52.2% | +4.3% | -56.5% | -49.7% |
| YTD | +62.7% | -19.8% | +82.5% | +59.2% |
| 1Y | +58.2% | -20.5% | +78.7% | +54.7% |
| 3Y | +219.5% | -38.3% | +257.8% | +194.5% |
| 5Y | -32.9% | -32.2% | -0.7% | -31.1% |
| All | +84.2% | -24.9% | +109.2% | +100.6% |
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