+11.7%
GS vs DOCU
+11.4%
+0.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -6.4% |
| 7D | -6.3% | -3.2% | -3.1% | -6.4% |
| 30D | -3.1% | +15.7% | -18.8% | -2.8% |
| 3M | -17.7% | +37.3% | -54.9% | -17.2% |
| 6M | -4.6% | +63.1% | -67.7% | -3.9% |
| YTD | +0.3% | +15.4% | -15.1% | +2.8% |
| 1Y | +11.7% | +11.3% | +0.4% | +15.1% |
| All | +11.7% | +11.4% | +0.3% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling