+339.4%
GLW vs DOCN
+171.0%
+168.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +5.2% |
| 7D | +3.8% | +1.1% | +2.6% | +3.6% |
| 30D | -1.3% | -9.6% | +8.3% | +0.3% |
| 3M | -21.8% | -37.7% | +15.9% | -15.8% |
| 6M | +6.9% | +115.2% | -108.3% | -6.2% |
| YTD | +77.2% | +133.7% | -56.6% | +53.1% |
| 1Y | +123.2% | +250.2% | -126.9% | +81.4% |
| 3Y | +400.0% | +320.3% | +79.7% | +286.2% |
| 5Y | +342.8% | +53.1% | +289.7% | +252.6% |
| All | +339.4% | +171.0% | +168.4% | +247.7% |
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