+229.5%
GM vs DOCN
+245.3%
-15.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.1% |
| 7D | -0.2% | +19.1% | -19.3% | -1.8% |
| 30D | +3.6% | -21.0% | +24.6% | +5.3% |
| 3M | -0.2% | -34.7% | +34.5% | +2.7% |
| 6M | +13.9% | -45.8% | +59.7% | +18.6% |
| YTD | +6.5% | +79.4% | -72.9% | -8.0% |
| 1Y | +20.7% | +91.0% | -70.4% | +3.2% |
| 3Y | +229.5% | +237.5% | -8.0% | +125.1% |
| All | +229.5% | +245.3% | -15.8% | +125.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling