-12.7%
GFS vs DOCU
-70.7%
+58.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | -12.5% | -3.7% | -8.8% | -11.8% |
| 30D | -16.9% | +15.0% | -31.9% | -19.8% |
| 3M | -22.3% | +39.9% | -62.2% | -29.0% |
| 6M | -40.2% | +66.2% | -106.4% | -48.6% |
| YTD | +16.0% | +17.7% | -1.7% | +8.2% |
| 1Y | +17.7% | +13.7% | +4.0% | +10.6% |
| 3Y | -23.4% | +95.9% | -119.3% | -40.3% |
| 5Y | -35.4% | -71.7% | +36.3% | -40.6% |
| All | -12.7% | -70.7% | +58.0% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling