+31.2%
DOCU vs GNRC
+61.5%
-30.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.4% |
| 7D | +6.9% | +1.9% | +5.0% | +6.7% |
| 30D | +19.0% | -13.8% | +32.8% | +20.7% |
| 3M | +34.3% | -32.6% | +66.9% | +39.6% |
| 6M | +48.0% | -15.2% | +63.2% | +47.0% |
| YTD | 0.0% | +37.4% | -37.4% | -11.7% |
| 1Y | -10.3% | +5.1% | -15.4% | -16.0% |
| All | +31.2% | +61.5% | -30.3% | +5.1% |
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