-47.3%
DOCS vs GFS
+15.5%
-62.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.9% | +12.3% | +6.0% |
| 7D | +1.2% | -12.5% | +13.7% | +0.5% |
| 30D | +21.3% | -16.9% | +38.2% | +20.1% |
| 3M | +58.4% | -22.3% | +80.6% | +55.8% |
| 6M | +39.3% | -40.2% | +79.5% | +31.4% |
| YTD | -21.7% | +16.0% | -37.7% | -27.0% |
| 1Y | -47.3% | +17.7% | -65.0% | -54.2% |
| All | -47.3% | +15.5% | -62.8% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling