-71.7%
DOCU vs GPC
+3.6%
-75.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.1% |
| 7D | -5.5% | +1.6% | -7.1% | -6.1% |
| 30D | +12.6% | -2.1% | +14.7% | +13.2% |
| 3M | +36.4% | -6.8% | +43.2% | +39.6% |
| 6M | +66.8% | +18.6% | +48.2% | +54.0% |
| YTD | +13.5% | +2.7% | +10.8% | +8.7% |
| 1Y | +11.3% | +1.8% | +9.5% | +6.8% |
| 3Y | +92.1% | +1.1% | +91.0% | +71.4% |
| All | -71.7% | +3.6% | -75.2% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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