-23.0%
DOC vs FGI
-70.4%
+47.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.4% | -1.9% |
| 7D | -1.5% | +0.5% | -2.0% | -1.5% |
| 30D | -4.8% | +65.4% | -70.2% | -5.4% |
| 3M | +6.9% | +23.5% | -16.6% | +6.3% |
| 6M | +20.7% | +60.5% | -39.8% | +19.4% |
| YTD | +34.1% | +30.0% | +4.1% | +32.9% |
| 1Y | +22.6% | +82.1% | -59.4% | +20.4% |
| 3Y | +20.8% | -4.4% | +25.2% | +19.4% |
| All | -23.0% | -70.4% | +47.4% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling