+24.8%
GM vs DOCN
+72.1%
-47.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.6% | -9.4% | 0.0% |
| 7D | -3.8% | +3.7% | -7.5% | -4.0% |
| 30D | +7.9% | -33.7% | +41.6% | +8.8% |
| 3M | -0.3% | -27.9% | +27.6% | +0.2% |
| 6M | +18.6% | -46.4% | +65.0% | +20.2% |
| YTD | +10.0% | +81.1% | -71.1% | +1.8% |
| All | +24.8% | +72.1% | -47.3% | +15.6% |
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