+52.3%
GM vs DOCN
+254.3%
-202.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.6% |
| 7D | +1.7% | +1.1% | +0.6% | +1.7% |
| 30D | -1.6% | -9.6% | +8.1% | -1.4% |
| 3M | +5.7% | -37.7% | +43.4% | +6.9% |
| 6M | +12.2% | +115.2% | -103.1% | +7.9% |
| YTD | +8.4% | +133.7% | -125.3% | +4.1% |
| 1Y | +52.3% | +250.2% | -197.9% | +46.5% |
| All | +52.3% | +254.3% | -202.0% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling