-50.3%
DOCS vs GAP
-17.0%
-33.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | -1.4% | -4.5% | +3.1% | -0.4% |
| 30D | +21.8% | +9.0% | +12.8% | +19.1% |
| 3M | +27.3% | +5.0% | +22.3% | +25.4% |
| 6M | -0.3% | -17.8% | +17.5% | +2.6% |
| YTD | -40.5% | -10.4% | -30.1% | -40.2% |
| 1Y | -61.5% | -3.4% | -58.2% | -62.3% |
| 3Y | +8.2% | +111.5% | -103.3% | -26.1% |
| 5Y | -73.4% | +8.8% | -82.2% | -81.0% |
| All | -50.3% | -17.0% | -33.2% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling