+70.5%
DOCN vs GPC
+25.3%
+45.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.1% |
| 7D | -19.2% | +1.6% | -20.7% | -19.7% |
| 30D | -43.1% | -2.1% | -41.0% | -42.8% |
| 3M | -40.7% | -6.8% | -33.9% | -39.5% |
| 6M | -55.0% | +18.6% | -73.6% | -60.8% |
| YTD | +50.6% | +2.7% | +47.9% | +39.8% |
| 1Y | +54.0% | +1.8% | +52.2% | +43.1% |
| 3Y | +203.9% | +1.1% | +202.8% | +165.7% |
| 5Y | -29.4% | +4.1% | -33.4% | -46.4% |
| All | +70.5% | +25.3% | +45.3% | +30.5% |
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