+82.2%
GSK vs DOCU
+107.7%
-25.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -1.4% |
| 7D | +3.6% | -3.2% | +6.8% | +3.6% |
| 30D | +8.2% | +15.7% | -7.5% | +7.8% |
| 3M | -1.2% | +37.3% | -38.4% | -1.9% |
| 6M | +1.9% | +63.1% | -61.2% | +0.6% |
| YTD | +5.5% | +15.4% | -9.9% | +5.1% |
| 1Y | +11.8% | +11.3% | +0.5% | +11.4% |
| 3Y | +64.5% | +92.1% | -27.6% | +59.6% |
| 5Y | +41.9% | -70.5% | +112.4% | +45.2% |
| All | +82.2% | +107.7% | -25.4% | +62.8% |
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