+252.1%
DOCN vs GPN
-16.0%
+268.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -12.0% | +15.4% | +5.8% |
| 7D | +27.4% | -7.1% | +34.5% | +28.8% |
| 30D | -29.7% | +7.7% | -37.5% | -31.8% |
| 3M | -32.5% | -0.1% | -32.4% | -33.5% |
| 6M | -42.2% | +29.4% | -71.6% | -49.0% |
| YTD | +87.2% | +15.1% | +72.1% | +70.8% |
| 1Y | +86.2% | +15.4% | +70.8% | +69.2% |
| All | +252.1% | -16.0% | +268.1% | +239.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling