+206.3%
GS vs DOCN
+236.1%
-29.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.2% | +10.7% | +4.7% |
| 7D | +0.3% | -20.0% | +20.3% | +3.8% |
| 30D | +3.9% | -38.8% | +42.6% | +11.7% |
| 3M | -11.4% | -34.8% | +23.4% | -6.4% |
| 6M | +3.7% | -22.8% | +26.5% | +4.4% |
| YTD | +7.1% | +74.6% | -67.5% | -10.3% |
| 1Y | +19.7% | +116.4% | -96.8% | -4.9% |
| All | +206.3% | +236.1% | -29.8% | +113.1% |
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