+131.3%
GLD vs DOCN
+70.4%
+60.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.9% | +16.7% | +1.1% |
| 7D | +1.9% | -29.3% | +31.2% | +2.5% |
| 30D | -1.8% | -46.0% | +44.3% | -0.7% |
| 3M | -3.6% | -43.2% | +39.6% | -2.7% |
| 6M | -10.2% | -53.7% | +43.5% | -9.2% |
| YTD | -5.3% | +46.9% | -52.2% | -5.8% |
| 1Y | +2.5% | +54.3% | -51.9% | +1.7% |
| 3Y | +103.2% | +185.5% | -82.3% | +99.5% |
| 5Y | +121.1% | -31.1% | +152.2% | +120.0% |
| All | +131.3% | +70.4% | +60.9% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling