-2.4%
GFS vs DOCU
-75.1%
+72.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.6% |
| 7D | +1.0% | +6.9% | -5.9% | -0.6% |
| 30D | -8.6% | +19.0% | -27.6% | -12.7% |
| 3M | -46.5% | +34.3% | -80.8% | -51.0% |
| 6M | -4.8% | +48.0% | -52.8% | -16.1% |
| YTD | +29.7% | 0.0% | +29.6% | +26.6% |
| 1Y | +35.8% | -10.3% | +46.1% | +36.3% |
| 3Y | -18.3% | +32.4% | -50.7% | -29.3% |
| All | -2.4% | -75.1% | +72.7% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling