+52.6%
DOCS vs GAP
+67.6%
-14.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.6% |
| 7D | -0.8% | -3.8% | +3.0% | -0.3% |
| 30D | +17.4% | -9.0% | +26.4% | +18.5% |
| 3M | +57.4% | +5.5% | +51.9% | +56.3% |
| 6M | +26.5% | -11.1% | +37.6% | +27.2% |
| YTD | -26.6% | -13.6% | -13.0% | -26.2% |
| 1Y | -48.1% | -2.9% | -45.2% | -48.4% |
| 3Y | +52.6% | +69.6% | -17.0% | +56.1% |
| All | +52.6% | +67.6% | -14.9% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling