+22.6%
DOC vs GPC
+0.2%
+22.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | -4.8% | +5.1% | -9.9% | -5.3% |
| 3M | +6.9% | +41.5% | -34.6% | +3.2% |
| 6M | +20.7% | +21.8% | -1.1% | +16.9% |
| YTD | +34.1% | +14.6% | +19.6% | +23.7% |
| 1Y | +22.6% | +1.3% | +21.4% | +16.6% |
| All | +22.6% | +0.2% | +22.4% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling