+60.1%
DOCN vs GIS
-19.2%
+79.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +1.8% |
| 7D | +1.1% | -7.8% | +9.0% | -2.1% |
| 30D | -9.6% | +6.6% | -16.2% | -7.0% |
| 3M | -37.7% | +21.0% | -58.7% | -32.3% |
| 6M | +115.2% | -9.1% | +124.3% | +115.6% |
| YTD | +133.7% | -13.6% | +147.3% | +131.8% |
| 1Y | +250.2% | -18.0% | +268.2% | +243.9% |
| 3Y | +320.3% | -33.7% | +354.0% | +294.5% |
| All | +60.1% | -19.2% | +79.2% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling