-18.0%
GIS vs DOCU
-78.0%
+59.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -2.4% |
| 7D | -7.8% | +6.9% | -14.7% | -7.8% |
| 30D | +6.6% | +19.0% | -12.4% | +6.8% |
| 3M | +21.0% | +34.3% | -13.3% | +21.5% |
| 6M | -9.1% | +48.0% | -57.1% | -8.4% |
| YTD | -13.6% | 0.0% | -13.6% | -13.7% |
| 1Y | -18.0% | -10.3% | -7.7% | -18.3% |
| 3Y | -33.7% | +32.4% | -66.1% | -33.0% |
| All | -18.0% | -78.0% | +59.9% | -22.3% |
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 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