-71.7%
DOCU vs GAP
+10.4%
-82.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.7% |
| 7D | -4.8% | 0.0% | -4.8% | -4.9% |
| 30D | +9.4% | -4.3% | +13.7% | +10.4% |
| 3M | +29.0% | +9.4% | +19.6% | +24.8% |
| 6M | +62.3% | -3.3% | +65.6% | +60.5% |
| YTD | +13.7% | -10.5% | +24.2% | +13.5% |
| 1Y | +11.5% | -2.4% | +13.9% | +8.4% |
| 3Y | +94.2% | +80.1% | +14.1% | +33.2% |
| 5Y | -71.7% | +6.5% | -78.2% | -83.5% |
| All | -71.7% | +10.4% | -82.1% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling