-29.3%
GFS vs DOCU
+91.1%
-120.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.0% | -7.9% | -9.5% |
| 7D | -20.7% | -3.2% | -17.5% | -20.2% |
| 30D | -25.2% | +15.7% | -40.9% | -27.3% |
| 3M | -26.3% | +37.3% | -63.6% | -31.2% |
| 6M | -50.7% | +63.1% | -113.8% | -56.3% |
| YTD | +4.5% | +15.4% | -10.8% | +2.0% |
| 1Y | +2.5% | +11.3% | -8.9% | +0.9% |
| All | -29.3% | +91.1% | -120.4% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling