+367.2%
GS vs DOCU
+111.8%
+255.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.5% |
| 7D | +0.3% | -3.7% | +4.0% | +0.8% |
| 30D | +3.9% | +15.0% | -11.1% | +1.8% |
| 3M | -11.4% | +39.9% | -51.3% | -15.7% |
| 6M | +3.7% | +66.2% | -62.5% | -4.3% |
| YTD | +7.1% | +17.7% | -10.6% | +3.2% |
| 1Y | +19.7% | +13.7% | +6.0% | +15.8% |
| 3Y | +202.8% | +95.9% | +106.9% | +167.2% |
| 5Y | +156.7% | -71.7% | +228.4% | +163.8% |
| All | +367.2% | +111.8% | +255.4% | +226.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling