+66.4%
DOCN vs GIS
-21.5%
+87.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.7% | -17.6% | -15.0% |
| 7D | -29.3% | +9.4% | -38.7% | -25.7% |
| 30D | -46.0% | +15.5% | -61.5% | -41.5% |
| 3M | -43.2% | +3.4% | -46.6% | -40.9% |
| 6M | -53.7% | +9.4% | -63.1% | -50.2% |
| YTD | +46.9% | -16.2% | +63.1% | +46.7% |
| 1Y | +54.3% | -16.0% | +70.3% | +54.5% |
| 3Y | +185.5% | -35.8% | +221.3% | +168.5% |
| 5Y | -31.1% | -28.5% | -2.6% | -27.5% |
| All | +66.4% | -21.5% | +87.9% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling