-76.9%
DOCU vs GFI
+521.0%
-597.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.4% | -4.9% |
| 7D | +0.7% | +5.7% | -5.0% | +0.5% |
| 30D | +8.0% | +15.6% | -7.6% | +7.3% |
| 3M | +41.0% | +31.5% | +9.5% | +39.3% |
| 6M | +33.7% | -3.7% | +37.4% | +33.6% |
| YTD | -4.9% | +11.2% | -16.1% | -6.2% |
| 1Y | -20.4% | +36.4% | -56.8% | -22.9% |
| 3Y | +29.6% | +313.5% | -283.9% | +12.5% |
| 5Y | -76.9% | +528.0% | -604.9% | -81.2% |
| All | -76.9% | +521.0% | -597.9% | -81.2% |
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 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