+12.5%
AG vs DOC
-22.1%
+34.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -2.9% | +6.2% | -9.1% | -5.7% |
| 30D | -15.1% | +6.5% | -21.6% | -18.0% |
| 3M | -15.4% | -6.2% | -9.1% | -12.7% |
| 6M | -21.9% | +25.6% | -47.5% | -31.6% |
| YTD | -10.4% | +32.1% | -42.5% | -24.0% |
| 1Y | +39.8% | +20.3% | +19.5% | +24.7% |
| 3Y | +209.5% | +42.7% | +166.8% | +145.4% |
| 5Y | +12.5% | -22.2% | +34.7% | +30.0% |
| All | +12.5% | -22.1% | +34.6% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling