-22.2%
DOCS vs FGI
-70.3%
+48.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -1.3% | -11.6% | +10.2% | -1.1% |
| 30D | +19.4% | -3.3% | +22.7% | +19.4% |
| 3M | +53.4% | +65.6% | -12.2% | +49.9% |
| 6M | +28.8% | -2.8% | +31.5% | +26.7% |
| YTD | -25.1% | +30.1% | -55.2% | -27.3% |
| 1Y | -48.1% | +50.2% | -98.3% | -50.2% |
| 3Y | +51.4% | -0.4% | +51.8% | +43.5% |
| All | -22.2% | -70.3% | +48.2% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling