+254.6%
GLW vs DOCN
-21.6%
+276.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +9.6% | -2.2% | +5.4% |
| 7D | +1.4% | +3.7% | -2.3% | +0.8% |
| 30D | -18.2% | -33.7% | +15.5% | -11.3% |
| 3M | -24.2% | -27.9% | +3.7% | -19.2% |
| 6M | -41.7% | -46.4% | +4.7% | -34.8% |
| YTD | +38.3% | +81.1% | -42.8% | +23.4% |
| 1Y | +38.2% | +74.3% | -36.1% | +24.1% |
| 3Y | +363.4% | +245.8% | +117.6% | +261.6% |
| 5Y | +254.6% | -23.7% | +278.3% | +196.5% |
| All | +254.6% | -21.6% | +276.1% | +196.5% |
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 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