+105.1%
DOCN vs GRMN
+159.6%
-54.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.8% | +7.8% | +8.4% |
| 7D | +3.7% | +1.7% | +2.1% | +2.9% |
| 30D | -33.7% | +10.2% | -43.9% | -38.4% |
| 3M | -27.9% | -4.7% | -23.2% | -26.1% |
| 6M | -46.4% | +22.3% | -68.7% | -55.1% |
| YTD | +81.1% | +46.7% | +34.4% | +28.4% |
| 1Y | +74.3% | +49.6% | +24.7% | +21.6% |
| 3Y | +245.8% | +165.3% | +80.6% | +25.1% |
| 5Y | -23.7% | +130.3% | -154.1% | -70.3% |
| All | +105.1% | +159.6% | -54.5% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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