+127.5%
GLD vs DOCN
+91.6%
+35.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.2% | -2.7% |
| 7D | +2.8% | -12.1% | +14.9% | +3.0% |
| 30D | -4.0% | -41.0% | +37.1% | -3.1% |
| 3M | -8.2% | -38.7% | +30.5% | -7.5% |
| 6M | -14.8% | -51.5% | +36.6% | -14.0% |
| YTD | -6.8% | +65.3% | -72.1% | -7.6% |
| 1Y | -2.4% | +53.9% | -56.3% | -3.1% |
| 3Y | +105.8% | +215.6% | -109.8% | +101.6% |
| 5Y | +113.3% | -26.2% | +139.5% | +112.0% |
| All | +127.5% | +91.6% | +35.9% | +123.3% |
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