+87.1%
DOCN vs GNRC
-40.8%
+127.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +3.5% |
| 7D | -12.1% | -13.1% | +1.0% | -5.0% |
| 30D | -41.0% | -19.2% | -21.8% | -33.4% |
| 3M | -38.7% | -11.8% | -26.9% | -34.5% |
| 6M | -51.5% | -32.5% | -19.0% | -41.9% |
| YTD | +65.3% | +33.3% | +32.0% | +33.5% |
| 1Y | +53.9% | +16.0% | +37.9% | +33.0% |
| 3Y | +215.6% | +75.5% | +140.0% | +105.0% |
| 5Y | -26.2% | -58.7% | +32.6% | +6.2% |
| All | +87.1% | -40.8% | +127.9% | +124.2% |
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