-30.4%
GIS vs DOCU
-71.0%
+40.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.6% |
| 7D | +3.6% | -5.5% | +9.1% | +3.5% |
| 30D | +13.9% | +12.6% | +1.3% | +14.0% |
| 3M | +0.3% | +36.4% | -36.1% | +0.7% |
| 6M | +5.0% | +66.8% | -61.8% | +5.8% |
| YTD | -18.4% | +13.5% | -31.8% | -18.4% |
| 1Y | -17.4% | +11.3% | -28.7% | -17.5% |
| 3Y | -36.9% | +92.1% | -129.0% | -35.9% |
| All | -30.4% | -71.0% | +40.7% | -33.1% |
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