-4.4%
DOC vs GPC
+80.7%
-85.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -4.8% | +5.1% | -9.9% | -6.7% |
| 3M | +6.9% | +41.5% | -34.6% | -7.6% |
| 6M | +20.7% | +21.8% | -1.1% | +10.4% |
| YTD | +34.1% | +14.6% | +19.6% | +23.9% |
| 1Y | +22.6% | +1.3% | +21.4% | +19.3% |
| 3Y | +20.8% | -1.4% | +22.3% | +14.9% |
| 5Y | -24.9% | +30.6% | -55.5% | -38.6% |
| All | -4.4% | +80.7% | -85.1% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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