-38.2%
DOCS vs FGI
-70.4%
+32.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.5% | -10.3% | -2.9% |
| 7D | -1.4% | +0.5% | -2.0% | -1.4% |
| 30D | +21.8% | +65.4% | -43.6% | +19.2% |
| 3M | +27.3% | +23.5% | +3.8% | +25.0% |
| 6M | -0.3% | +60.5% | -60.9% | -3.5% |
| YTD | -40.5% | +30.0% | -70.5% | -42.2% |
| 1Y | -61.5% | +82.1% | -143.6% | -63.8% |
| 3Y | +8.2% | -4.4% | +12.6% | +3.0% |
| All | -38.2% | -70.4% | +32.2% | -35.1% |
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