-55.0%
DOCS vs GAP
+7.5%
-62.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -0.6% | -0.1% | -0.5% | -0.5% |
| 30D | +6.3% | -5.4% | +11.7% | +7.6% |
| 3M | +26.5% | +2.9% | +23.6% | +25.2% |
| 6M | +24.8% | -4.4% | +29.2% | +24.5% |
| YTD | -26.8% | -11.6% | -15.2% | -26.4% |
| 1Y | -38.3% | -6.0% | -32.3% | -38.9% |
| 3Y | +36.0% | +78.0% | -41.9% | -1.0% |
| 5Y | -55.0% | +8.5% | -63.5% | -71.7% |
| All | -55.0% | +7.5% | -62.5% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling