-20.0%
GIS vs DOCU
+10.7%
-30.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +1.5% | -3.4% | +4.9% | +1.8% |
| 30D | +9.2% | +9.3% | -0.1% | +8.4% |
| 3M | -5.4% | +30.2% | -35.6% | -7.4% |
| 6M | +3.4% | +62.1% | -58.7% | +0.4% |
| YTD | -20.5% | +13.5% | -34.0% | -23.9% |
| 1Y | -20.0% | +11.5% | -31.5% | -23.5% |
| All | -20.0% | +10.7% | -30.6% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling