+70.5%
DOCN vs GRMN
+152.2%
-81.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | -19.2% | +4.7% | -23.9% | -21.9% |
| 30D | -43.1% | +3.4% | -46.5% | -44.9% |
| 3M | -40.7% | -5.0% | -35.7% | -39.2% |
| 6M | -55.0% | +18.6% | -73.6% | -61.6% |
| YTD | +50.6% | +42.5% | +8.1% | +8.6% |
| 1Y | +54.0% | +42.3% | +11.6% | +11.2% |
| 3Y | +203.9% | +158.5% | +45.4% | +11.3% |
| 5Y | -29.4% | +123.6% | -152.9% | -71.9% |
| All | +70.5% | +152.2% | -81.7% | -34.7% |
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