+164.6%
DOCN vs GPC
+40.9%
+123.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -9.6% | +5.1% | -14.8% | -12.0% |
| 3M | -37.7% | +41.5% | -79.2% | -49.8% |
| 6M | +115.2% | +21.8% | +93.4% | +87.9% |
| YTD | +133.7% | +14.6% | +119.2% | +108.2% |
| 1Y | +250.2% | +1.3% | +248.9% | +237.2% |
| 3Y | +320.3% | -1.4% | +321.7% | +291.6% |
| 5Y | +53.1% | +30.6% | +22.5% | +8.6% |
| All | +164.6% | +40.9% | +123.8% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling