+95.7%
DOCU vs GFI
+1,298.4%
-1,202.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.6% | +0.2% |
| 7D | -4.8% | +18.0% | -22.8% | -4.9% |
| 30D | +9.4% | +11.5% | -2.1% | +9.3% |
| 3M | +29.0% | +2.8% | +26.2% | +29.0% |
| 6M | +62.3% | -6.4% | +68.8% | +62.4% |
| YTD | +13.7% | -1.1% | +14.7% | +13.4% |
| 1Y | +11.5% | +10.8% | +0.7% | +11.0% |
| 3Y | +94.2% | +248.8% | -154.6% | +88.8% |
| 5Y | -71.7% | +407.7% | -479.5% | -72.6% |
| All | +95.7% | +1,298.4% | -1,202.7% | +142.5% |
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