+150.5%
GLD vs DOCN
+171.0%
-20.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | -0.5% | +1.1% | -1.7% | -0.5% |
| 30D | +4.4% | -9.6% | +14.0% | +4.5% |
| 3M | -1.1% | -37.7% | +36.6% | -0.5% |
| 6M | -13.8% | +115.2% | -129.0% | -14.8% |
| YTD | +2.6% | +133.7% | -131.1% | +1.2% |
| 1Y | +24.5% | +250.2% | -225.6% | +22.1% |
| 3Y | +125.8% | +320.3% | -194.4% | +120.1% |
| 5Y | +137.8% | +53.1% | +84.7% | +133.6% |
| All | +150.5% | +171.0% | -20.5% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling