+101.7%
DOCU vs GNRC
+326.6%
-224.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +1.6% | +11.9% | -10.4% | -2.7% |
| 30D | +10.8% | -10.0% | +20.8% | +13.8% |
| 3M | +38.0% | -13.1% | +51.0% | +40.9% |
| 6M | +77.4% | -28.5% | +105.9% | +89.7% |
| YTD | +17.2% | +41.4% | -24.3% | -11.0% |
| 1Y | +15.6% | +18.8% | -3.2% | -5.6% |
| 3Y | +95.6% | +86.3% | +9.3% | +17.9% |
| 5Y | -69.7% | -56.8% | -12.9% | -64.6% |
| All | +101.7% | +326.6% | -224.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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