+238.2%
GLW vs DOCN
+102.5%
+135.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.2% | +1.3% | -4.5% |
| 7D | -9.5% | -20.0% | +10.6% | -5.7% |
| 30D | -25.5% | -38.8% | +13.3% | -18.7% |
| 3M | -25.6% | -34.8% | +9.2% | -19.9% |
| 6M | -25.5% | -22.8% | -2.7% | -22.4% |
| YTD | +36.4% | +74.6% | -38.2% | +24.1% |
| 1Y | +40.6% | +116.4% | -75.8% | +23.9% |
| 3Y | +352.8% | +239.3% | +113.5% | +266.1% |
| 5Y | +267.1% | -20.2% | +287.3% | +210.7% |
| All | +238.2% | +102.5% | +135.8% | +181.7% |
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