+51.5%
DOCN vs GIS
-20.3%
+71.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.8% | +9.8% | +6.3% |
| 7D | -12.8% | +0.4% | -13.2% | -11.8% |
| 30D | -41.9% | +10.1% | -52.0% | -35.4% |
| 3M | -36.9% | -3.7% | -33.3% | -36.4% |
| 6M | -52.2% | +4.3% | -56.5% | -47.4% |
| YTD | +62.7% | -19.8% | +82.5% | +54.3% |
| All | +51.5% | -20.3% | +71.8% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling