+39.1%
DOCS vs GFI
+230.7%
-191.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.5% |
| 7D | -4.2% | +2.2% | -6.4% | -4.3% |
| 30D | +8.6% | +2.2% | +6.5% | +8.4% |
| 3M | +27.2% | -4.6% | +31.8% | +27.1% |
| 6M | +26.5% | -16.7% | +43.3% | +26.4% |
| YTD | -25.0% | -9.5% | -15.5% | -25.7% |
| 1Y | -37.0% | -6.8% | -30.2% | -37.7% |
| All | +39.1% | +230.7% | -191.6% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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