-47.3%
DOCS vs GAP
+10.4%
-57.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.0% | -1.7% | +5.3% |
| 7D | +1.2% | +8.0% | -6.7% | +0.3% |
| 30D | +21.3% | +2.7% | +18.6% | +20.7% |
| 3M | +58.4% | +16.0% | +42.3% | +55.2% |
| 6M | +39.3% | +2.0% | +37.3% | +36.6% |
| YTD | -21.7% | -4.4% | -17.3% | -23.1% |
| 1Y | -47.3% | +9.2% | -56.5% | -50.9% |
| All | -47.3% | +10.4% | -57.7% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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