-21.3%
GFS vs DOCU
-71.2%
+49.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.0% | -7.9% | -9.4% |
| 7D | -20.7% | -3.2% | -17.5% | -20.1% |
| 30D | -25.2% | +15.7% | -40.9% | -27.9% |
| 3M | -26.3% | +37.3% | -63.6% | -32.4% |
| 6M | -50.7% | +63.1% | -113.8% | -57.4% |
| YTD | +4.5% | +15.4% | -10.8% | -1.9% |
| 1Y | +2.5% | +11.3% | -8.9% | -3.1% |
| 3Y | -30.9% | +92.1% | -123.0% | -45.9% |
| 5Y | -42.6% | -70.5% | +27.9% | -47.3% |
| All | -21.3% | -71.2% | +49.9% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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