+80.4%
GSK vs DOCU
+80.0%
+0.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.0% |
| 7D | -1.8% | +6.9% | -8.7% | -2.0% |
| 30D | -2.2% | +19.0% | -21.2% | -2.6% |
| 3M | -1.8% | +34.3% | -36.1% | -2.5% |
| 6M | -10.6% | +48.0% | -58.6% | -11.6% |
| YTD | +4.4% | 0.0% | +4.4% | +4.4% |
| 1Y | +30.4% | -10.3% | +40.7% | +30.6% |
| 3Y | +60.1% | +32.4% | +27.7% | +57.1% |
| 5Y | +46.8% | -77.9% | +124.7% | +51.8% |
| All | +80.4% | +80.0% | +0.3% | +61.7% |
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