+208.4%
DOCN vs GPN
-53.8%
+262.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.0% |
| 7D | +19.8% | -3.5% | +23.3% | +21.3% |
| 30D | +8.4% | +3.1% | +5.3% | +6.2% |
| 3M | -23.6% | +42.3% | -65.9% | -37.4% |
| 6M | +111.3% | +20.9% | +90.5% | +85.3% |
| YTD | +172.3% | +15.2% | +157.1% | +141.7% |
| 1Y | +283.3% | +5.4% | +277.9% | +254.5% |
| 3Y | +388.1% | -27.4% | +415.5% | +442.1% |
| 5Y | +87.1% | -44.2% | +131.3% | +96.0% |
| All | +208.4% | -53.8% | +262.2% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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