-11.9%
GPN vs DOCU
+80.0%
-91.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | 0.0% |
| 7D | +0.8% | +6.9% | -6.1% | -0.7% |
| 30D | +5.8% | +19.0% | -13.2% | +1.5% |
| 3M | +37.0% | +34.3% | +2.7% | +27.8% |
| 6M | +20.1% | +48.0% | -27.9% | +9.3% |
| YTD | +20.4% | 0.0% | +20.4% | +18.9% |
| 1Y | +7.4% | -10.3% | +17.7% | +8.1% |
| 3Y | -26.1% | +32.4% | -58.5% | -33.3% |
| 5Y | -38.5% | -77.9% | +39.4% | -29.6% |
| All | -11.9% | +80.0% | -91.9% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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