-48.1%
DOCS vs GAP
-5.7%
-42.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.4% |
| 7D | -0.8% | -3.8% | +3.0% | -0.2% |
| 30D | +17.4% | -9.0% | +26.4% | +18.8% |
| 3M | +57.4% | +5.5% | +51.9% | +56.2% |
| 6M | +26.5% | -11.1% | +37.6% | +26.4% |
| YTD | -26.6% | -13.6% | -13.0% | -27.0% |
| 1Y | -48.1% | -2.9% | -45.2% | -51.2% |
| All | -48.1% | -5.7% | -42.3% | -51.2% |
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