-69.4%
DOCU vs GFI
+300.1%
-369.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +4.1% | -8.7% | +12.8% | +4.4% |
| 30D | +7.4% | +0.6% | +6.8% | +7.2% |
| 3M | +26.0% | -7.5% | +33.5% | +26.1% |
| 6M | +79.2% | -18.3% | +97.5% | +80.1% |
| YTD | +18.1% | -13.8% | +31.9% | +17.2% |
| 1Y | +20.5% | -8.8% | +29.4% | +19.0% |
| 3Y | +96.4% | +215.8% | -119.4% | +69.9% |
| All | -69.4% | +300.1% | -369.4% | -76.9% |
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