-35.2%
GIS vs DOCU
+91.1%
-126.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +1.7% |
| 7D | +9.4% | -3.2% | +12.6% | +9.5% |
| 30D | +15.5% | +15.7% | -0.2% | +15.3% |
| 3M | +3.4% | +37.3% | -33.9% | +3.1% |
| 6M | +9.4% | +63.1% | -53.7% | +9.3% |
| YTD | -16.2% | +15.4% | -31.6% | -16.9% |
| 1Y | -16.0% | +11.3% | -27.3% | -16.7% |
| All | -35.2% | +91.1% | -126.3% | -34.2% |
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