+205.7%
GLW vs DOCN
-34.6%
+240.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -15.9% | +2.9% | -9.6% |
| 7D | -19.7% | -29.3% | +9.5% | -13.7% |
| 30D | -38.8% | -46.0% | +7.2% | -30.7% |
| 3M | -33.9% | -43.2% | +9.3% | -26.1% |
| 6M | -36.0% | -53.7% | +17.7% | -26.0% |
| YTD | +18.7% | +46.9% | -28.2% | +10.8% |
| 1Y | +19.8% | +54.3% | -34.5% | +10.8% |
| 3Y | +294.3% | +185.5% | +108.8% | +221.0% |
| 5Y | +205.7% | -31.1% | +236.8% | +166.2% |
| All | +205.7% | -34.6% | +240.3% | +166.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling