+84.2%
DOCN vs GNRC
-38.5%
+122.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.8% | +1.3% | +4.5% |
| 7D | -12.8% | -6.6% | -6.2% | -9.2% |
| 30D | -41.9% | -16.1% | -25.8% | -35.6% |
| 3M | -36.9% | -11.1% | -25.9% | -33.0% |
| 6M | -52.2% | -29.9% | -22.3% | -43.9% |
| YTD | +62.7% | +38.4% | +24.3% | +29.0% |
| 1Y | +58.2% | +21.5% | +36.7% | +33.6% |
| 3Y | +219.5% | +83.5% | +135.9% | +102.9% |
| 5Y | -32.9% | -57.1% | +24.2% | -5.3% |
| All | +84.2% | -38.5% | +122.7% | +116.7% |
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