+39.4%
GM vs DOCN
+110.0%
-70.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -7.2% | +11.8% | +4.8% |
| 7D | +12.1% | -20.0% | +32.1% | +12.7% |
| 30D | +15.2% | -38.8% | +54.0% | +16.7% |
| 3M | +4.9% | -34.8% | +39.7% | +6.0% |
| 6M | +22.6% | -22.8% | +45.4% | +22.6% |
| YTD | +14.4% | +74.6% | -60.2% | +4.9% |
| 1Y | +39.4% | +116.4% | -77.0% | +23.2% |
| All | +39.4% | +110.0% | -70.6% | +23.2% |
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 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