+103.2%
GLD vs DOCN
+236.1%
-132.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.2% | +10.8% | +3.9% |
| 7D | -0.3% | -20.0% | +19.8% | +0.3% |
| 30D | -1.9% | -38.8% | +36.9% | -0.7% |
| 3M | -0.4% | -34.8% | +34.4% | +0.5% |
| 6M | -10.2% | -22.8% | +12.6% | -9.5% |
| YTD | -6.0% | +74.6% | -80.6% | -6.7% |
| 1Y | +2.8% | +116.4% | -113.6% | +1.6% |
| All | +103.2% | +236.1% | -132.9% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling