+8.9%
DOCS vs FGI
-4.4%
+13.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +20.6% |
| 3M | +27.3% | +23.5% | +3.8% | +26.0% |
| 6M | -0.3% | +60.5% | -60.9% | -1.4% |
| YTD | -40.5% | +30.0% | -70.5% | -41.1% |
| 1Y | -61.5% | +82.1% | -143.6% | -62.2% |
| All | +8.9% | -4.4% | +13.3% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling