-71.7%
DOCU vs GFI
+390.3%
-461.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -1.8% |
| 7D | -5.5% | +19.0% | -24.5% | -6.1% |
| 30D | +12.6% | +11.8% | +0.9% | +12.2% |
| 3M | +36.4% | +7.3% | +29.1% | +35.7% |
| 6M | +66.8% | -13.3% | +80.1% | +67.4% |
| YTD | +13.5% | -5.6% | +19.0% | +12.3% |
| 1Y | +11.3% | +9.2% | +2.1% | +9.0% |
| 3Y | +92.1% | +213.7% | -121.7% | +68.4% |
| All | -71.7% | +390.3% | -461.9% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling