+64.1%
GM vs DOCN
+171.0%
-107.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.4% |
| 7D | +1.9% | +1.1% | +0.8% | +1.8% |
| 30D | -1.4% | -9.6% | +8.3% | -0.3% |
| 3M | +5.9% | -37.7% | +43.6% | +12.3% |
| 6M | +12.4% | +115.2% | -102.8% | -6.1% |
| YTD | +8.6% | +133.7% | -125.1% | -11.3% |
| 1Y | +52.6% | +250.2% | -197.5% | +14.2% |
| 3Y | +169.7% | +320.3% | -150.6% | +84.3% |
| 5Y | +87.5% | +53.1% | +34.4% | +36.5% |
| All | +64.1% | +171.0% | -107.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling