-53.0%
DOCS vs GFS
-17.5%
-35.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.2% | -8.2% | -3.5% |
| 7D | -0.8% | -7.8% | +7.1% | +0.9% |
| 30D | +17.4% | -19.7% | +37.1% | +23.1% |
| 3M | +57.4% | -23.1% | +80.5% | +66.2% |
| 6M | +26.5% | -46.4% | +72.9% | +40.8% |
| YTD | -26.6% | +11.0% | -37.6% | -37.2% |
| 1Y | -48.1% | +12.6% | -60.7% | -56.0% |
| 3Y | +52.6% | -24.9% | +77.6% | +40.3% |
| 5Y | -52.1% | -39.1% | -13.0% | -56.1% |
| All | -53.0% | -17.5% | -35.5% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling