+7.5%
GIS vs DOCU
+110.9%
-103.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.1% |
| 7D | -4.6% | -0.4% | -4.1% | -4.6% |
| 30D | +6.6% | +12.9% | -6.3% | +6.6% |
| 3M | -8.1% | +35.1% | -43.2% | -8.1% |
| 6M | +4.9% | +76.2% | -71.3% | +5.0% |
| YTD | -21.4% | +17.2% | -38.5% | -21.5% |
| 1Y | -21.6% | +16.4% | -38.0% | -21.7% |
| 3Y | -39.3% | +95.6% | -134.9% | -39.3% |
| 5Y | -33.2% | -68.5% | +35.3% | -32.9% |
| All | +7.5% | +110.9% | -103.5% | +4.3% |
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