-51.1%
DOCS vs GAP
+8.2%
-59.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -3.0% |
| 7D | -1.3% | -2.1% | +0.8% | -0.8% |
| 30D | +19.4% | -5.1% | +24.5% | +20.8% |
| 3M | +53.4% | +9.8% | +43.6% | +49.5% |
| 6M | +28.8% | -3.6% | +32.4% | +28.1% |
| YTD | -25.1% | -9.8% | -15.3% | -25.0% |
| 1Y | -48.1% | -1.5% | -46.7% | -49.3% |
| 3Y | +51.4% | +74.3% | -22.9% | +11.0% |
| 5Y | -51.1% | +9.9% | -61.0% | -68.6% |
| All | -51.1% | +8.2% | -59.3% | -68.6% |
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