+221.4%
GS vs DOCN
+102.5%
+118.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.2% | +10.7% | +4.5% |
| 7D | +0.3% | -20.0% | +20.3% | +3.2% |
| 30D | +3.9% | -38.8% | +42.6% | +10.4% |
| 3M | -11.4% | -34.8% | +23.4% | -7.3% |
| 6M | +3.7% | -22.8% | +26.5% | +4.5% |
| YTD | +7.1% | +74.6% | -67.5% | -5.2% |
| 1Y | +19.7% | +116.4% | -96.8% | +2.4% |
| 3Y | +202.8% | +239.3% | -36.5% | +138.8% |
| 5Y | +156.7% | -20.2% | +176.9% | +108.9% |
| All | +221.4% | +102.5% | +118.9% | +167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling