+101.7%
DOCU vs GFI
+1,119.2%
-1,017.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | 0.0% |
| 7D | +1.6% | -5.4% | +7.0% | +1.6% |
| 30D | +10.8% | -1.5% | +12.4% | +10.8% |
| 3M | +38.0% | -10.2% | +48.1% | +38.0% |
| 6M | +77.4% | -19.3% | +96.7% | +77.6% |
| YTD | +17.2% | -13.7% | +30.9% | +17.0% |
| 1Y | +15.6% | -12.1% | +27.7% | +15.3% |
| 3Y | +95.6% | +208.4% | -112.8% | +90.2% |
| 5Y | -69.7% | +301.4% | -371.1% | -70.7% |
| All | +101.7% | +1,119.2% | -1,017.4% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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