+105.1%
DOCN vs GPN
-47.6%
+152.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.3% | +10.9% | +10.1% |
| 7D | +3.7% | +4.3% | -0.6% | +2.1% |
| 30D | -33.7% | +22.1% | -55.8% | -39.5% |
| 3M | -27.9% | +17.1% | -45.0% | -33.7% |
| 6M | -46.4% | +46.7% | -93.2% | -57.0% |
| YTD | +81.1% | +30.8% | +50.3% | +50.8% |
| 1Y | +74.3% | +31.5% | +42.8% | +44.3% |
| 3Y | +245.8% | -5.1% | +251.0% | +230.8% |
| 5Y | -23.7% | -18.1% | -5.6% | -19.9% |
| All | +105.1% | -47.6% | +152.6% | +90.3% |
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