-50.3%
DOCS vs GD
+113.6%
-163.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.3% |
| 7D | -1.4% | -5.3% | +3.8% | 0.0% |
| 30D | +21.8% | -6.4% | +28.2% | +24.0% |
| 3M | +27.3% | +5.7% | +21.6% | +25.4% |
| 6M | -0.3% | -0.9% | +0.6% | -0.1% |
| YTD | -40.5% | +8.2% | -48.7% | -41.9% |
| 1Y | -61.5% | +13.4% | -75.0% | -62.9% |
| 3Y | +8.2% | +68.5% | -60.3% | -3.8% |
| 5Y | -73.4% | +97.2% | -170.6% | -76.3% |
| All | -50.3% | +113.6% | -163.9% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling