+62.8%
DOCS vs GD
+59.0%
+3.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +7.2% |
| 7D | +1.2% | +3.0% | -1.7% | 0.0% |
| 30D | +21.3% | +10.5% | +10.8% | +16.8% |
| 3M | +58.4% | -5.0% | +63.3% | +60.8% |
| 6M | +39.3% | +5.5% | +33.8% | +36.3% |
| YTD | -21.7% | +10.3% | -32.0% | -25.0% |
| 1Y | -47.3% | +8.2% | -55.5% | -49.1% |
| All | +62.8% | +59.0% | +3.7% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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