+70.5%
DOCN vs GNRC
-42.4%
+113.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.2% |
| 7D | -19.2% | -10.7% | -8.5% | -13.9% |
| 30D | -43.1% | -20.1% | -22.9% | -35.3% |
| 3M | -40.7% | -16.3% | -24.4% | -35.0% |
| 6M | -55.0% | -33.9% | -21.1% | -45.5% |
| YTD | +50.6% | +29.6% | +21.0% | +23.4% |
| 1Y | +54.0% | +14.9% | +39.0% | +33.7% |
| 3Y | +203.9% | +72.5% | +131.4% | +99.3% |
| 5Y | -29.4% | -60.1% | +30.7% | +3.3% |
| All | +70.5% | -42.4% | +113.0% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling