+50.8%
GM vs DOCN
-32.3%
+83.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.1% | -3.9% |
| 7D | -1.4% | -19.2% | +17.7% | +1.4% |
| 30D | +6.4% | -43.1% | +49.4% | +14.5% |
| 3M | -0.7% | -40.7% | +40.0% | +5.3% |
| 6M | +9.9% | -55.0% | +64.9% | +20.2% |
| YTD | +6.7% | +50.6% | -44.0% | -9.4% |
| 1Y | +26.2% | +54.0% | -27.7% | +6.5% |
| 3Y | +205.0% | +203.9% | +1.1% | +109.4% |
| All | +50.8% | -32.3% | +83.1% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling