+12.6%
GIS vs DOCU
+111.8%
-99.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | +8.5% | -3.7% | +12.2% | +8.5% |
| 30D | +15.3% | +15.0% | +0.4% | +15.3% |
| 3M | +0.9% | +39.9% | -39.0% | +0.9% |
| 6M | +7.9% | +66.2% | -58.2% | +8.0% |
| YTD | -17.6% | +17.7% | -35.3% | -17.7% |
| 1Y | -17.4% | +13.7% | -31.1% | -17.5% |
| 3Y | -36.8% | +95.9% | -132.7% | -36.8% |
| 5Y | -29.8% | -71.7% | +41.9% | -29.3% |
| All | +12.6% | +111.8% | -99.2% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling