+259.7%
GS vs DOCN
+171.0%
+88.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | +0.9% | +1.1% | -0.2% | +0.8% |
| 30D | -1.6% | -9.6% | +8.1% | -0.5% |
| 3M | -4.5% | -37.7% | +33.2% | +0.8% |
| 6M | +20.9% | +115.2% | -94.3% | +5.7% |
| YTD | +19.9% | +133.7% | -113.8% | +3.0% |
| 1Y | +41.4% | +250.2% | -208.7% | +13.7% |
| 3Y | +239.2% | +320.3% | -81.1% | +160.7% |
| 5Y | +185.0% | +53.1% | +131.9% | +125.1% |
| All | +259.7% | +171.0% | +88.7% | +189.9% |
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