-54.2%
DOCS vs GFI
+390.3%
-444.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.6% | -2.3% |
| 7D | -0.8% | +19.0% | -19.7% | -2.1% |
| 30D | +17.4% | +11.8% | +5.7% | +16.4% |
| 3M | +57.4% | +7.3% | +50.1% | +56.2% |
| 6M | +26.5% | -13.3% | +39.8% | +26.9% |
| YTD | -26.6% | -5.6% | -21.0% | -27.6% |
| 1Y | -48.1% | +9.2% | -57.3% | -49.5% |
| 3Y | +52.6% | +213.7% | -161.1% | +27.9% |
| All | -54.2% | +390.3% | -444.5% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling