-18.7%
DOCS vs FGI
-70.3%
+51.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.0% | +11.3% | +6.5% |
| 7D | +1.2% | +3.3% | -2.1% | +1.1% |
| 30D | +21.3% | -2.0% | +23.4% | +21.3% |
| 3M | +58.4% | +60.3% | -1.9% | +54.9% |
| 6M | +39.3% | +0.7% | +38.5% | +37.0% |
| YTD | -21.7% | +30.2% | -51.9% | -24.0% |
| 1Y | -47.3% | +44.4% | -91.7% | -49.3% |
| 3Y | +58.2% | -0.4% | +58.6% | +50.0% |
| All | -18.7% | -70.3% | +51.6% | -14.7% |
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