+16.8%
DOC vs GPC
+92.6%
-75.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.5% |
| 7D | +8.7% | +4.1% | +4.6% | +7.1% |
| 30D | +7.6% | +0.1% | +7.5% | +7.4% |
| 3M | -5.3% | -3.9% | -1.4% | -4.0% |
| 6M | +27.6% | +24.4% | +3.2% | +15.8% |
| YTD | +32.4% | +5.7% | +26.7% | +25.9% |
| 1Y | +22.9% | +6.8% | +16.1% | +16.3% |
| 3Y | +43.1% | +3.8% | +39.3% | +32.1% |
| 5Y | -21.4% | +9.2% | -30.6% | -30.5% |
| 10Y | +16.8% | +93.8% | -76.9% | -22.4% |
| All | +16.8% | +92.6% | -75.8% | -22.4% |
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