+164.6%
DOCN vs GPC
+40.9%
+123.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.3% |
| 7D | +1.1% | +1.2% | -0.1% | +0.6% |
| 30D | -9.6% | +6.0% | -15.6% | -12.3% |
| 3M | -37.7% | +42.6% | -80.3% | -50.0% |
| 6M | +115.2% | +22.8% | +92.5% | +87.2% |
| YTD | +133.7% | +15.5% | +118.3% | +107.5% |
| 1Y | +250.2% | +2.0% | +248.1% | +236.0% |
| 3Y | +320.3% | -1.4% | +321.7% | +292.3% |
| 5Y | +53.1% | +30.6% | +22.5% | +8.8% |
| All | +164.6% | +40.9% | +123.8% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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