+66.2%
GM vs DOCN
+110.0%
-43.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.6% | -9.4% | -1.1% |
| 7D | -3.8% | +3.7% | -7.5% | -4.6% |
| 30D | +7.9% | -33.7% | +41.6% | +13.5% |
| 3M | -0.3% | -27.9% | +27.6% | +2.6% |
| 6M | +18.6% | -46.4% | +65.0% | +26.1% |
| YTD | +10.0% | +81.1% | -71.1% | -8.1% |
| 1Y | +25.9% | +74.3% | -48.4% | +5.7% |
| 3Y | +241.2% | +245.8% | -4.6% | +137.1% |
| 5Y | +50.0% | -23.7% | +73.8% | +16.4% |
| All | +66.2% | +110.0% | -43.8% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling