+198.1%
DOCN vs GNRC
-38.0%
+236.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.5% | +11.1% | +11.9% |
| 7D | +16.3% | +4.8% | +11.5% | +13.7% |
| 30D | +2.0% | -10.4% | +12.4% | +7.8% |
| 3M | -25.2% | -28.5% | +3.3% | -12.4% |
| 6M | +132.7% | -6.8% | +139.4% | +133.2% |
| YTD | +163.3% | +39.5% | +123.8% | +107.4% |
| 1Y | +280.3% | +3.4% | +276.9% | +248.9% |
| 3Y | +371.8% | +65.1% | +306.7% | +216.6% |
| 5Y | +87.1% | -57.1% | +144.2% | +160.7% |
| All | +198.1% | -38.0% | +236.1% | +248.4% |
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