+95.5%
DOCU vs GAP
-2.9%
+98.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | +9.3% | -5.4% | +14.7% | +10.2% |
| 3M | +30.2% | +2.9% | +27.3% | +28.7% |
| 6M | +62.1% | -4.4% | +66.5% | +61.3% |
| YTD | +13.5% | -11.6% | +25.1% | +13.9% |
| 1Y | +11.5% | -6.0% | +17.5% | +10.4% |
| 3Y | +89.5% | +78.0% | +11.5% | +55.6% |
| 5Y | -69.6% | +8.5% | -78.1% | -75.0% |
| All | +95.5% | -2.9% | +98.4% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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