+20.7%
GM vs DOCN
+81.2%
-60.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.2% |
| 7D | -0.2% | +19.1% | -19.3% | -0.7% |
| 30D | +3.6% | -21.0% | +24.6% | +3.9% |
| 3M | -0.2% | -34.7% | +34.5% | +0.5% |
| 6M | +13.9% | -45.8% | +59.7% | +15.4% |
| YTD | +6.5% | +79.4% | -72.9% | -2.2% |
| 1Y | +20.7% | +91.0% | -70.4% | +8.6% |
| All | +20.7% | +81.2% | -60.5% | +8.6% |
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