+111.9%
DOCN vs GNRC
-37.2%
+149.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.7% |
| 7D | +27.4% | +11.9% | +15.5% | +20.3% |
| 30D | -29.7% | -10.0% | -19.8% | -24.9% |
| 3M | -32.5% | -13.1% | -19.4% | -27.2% |
| 6M | -42.2% | -28.5% | -13.7% | -32.8% |
| YTD | +87.2% | +41.4% | +45.7% | +46.7% |
| 1Y | +86.2% | +18.8% | +67.5% | +59.5% |
| 3Y | +257.4% | +86.3% | +171.2% | +125.4% |
| 5Y | -27.4% | -56.8% | +29.5% | +2.0% |
| All | +111.9% | -37.2% | +149.1% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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