+92.1%
DOCU vs GNRC
+69.2%
+22.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.2% | -1.8% |
| 7D | -5.5% | -10.7% | +5.1% | -4.9% |
| 30D | +12.6% | -20.1% | +32.8% | +14.2% |
| 3M | +36.4% | -16.3% | +52.7% | +37.4% |
| 6M | +66.8% | -33.9% | +100.7% | +70.9% |
| YTD | +13.5% | +29.6% | -16.2% | 0.0% |
| 1Y | +11.3% | +14.9% | -3.6% | +0.8% |
| 3Y | +92.1% | +72.5% | +19.5% | +28.0% |
| All | +92.1% | +69.2% | +22.8% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling