+422.9%
GS vs DOCU
+80.0%
+342.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.4% |
| 7D | +0.9% | +6.9% | -6.0% | 0.0% |
| 30D | -1.6% | +19.0% | -20.6% | -4.1% |
| 3M | -4.5% | +34.3% | -38.8% | -8.9% |
| 6M | +20.9% | +48.0% | -27.1% | +13.1% |
| YTD | +19.9% | 0.0% | +19.9% | +18.4% |
| 1Y | +41.4% | -10.3% | +51.7% | +41.4% |
| 3Y | +239.2% | +32.4% | +206.8% | +215.6% |
| 5Y | +185.0% | -77.9% | +263.0% | +202.6% |
| All | +422.9% | +80.0% | +342.9% | +273.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling