-51.1%
DOCS vs GD
+97.4%
-148.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.6% |
| 7D | -1.3% | -3.9% | +2.6% | -0.3% |
| 30D | +19.4% | +8.1% | +11.3% | +16.5% |
| 3M | +53.4% | -6.8% | +60.2% | +56.2% |
| 6M | +28.8% | +3.0% | +25.7% | +27.4% |
| YTD | -25.1% | +7.8% | -32.8% | -27.1% |
| 1Y | -48.1% | +5.8% | -53.9% | -49.2% |
| 3Y | +51.4% | +55.3% | -3.9% | +34.9% |
| 5Y | -51.1% | +96.7% | -147.8% | -57.6% |
| All | -51.1% | +97.4% | -148.5% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling