-53.2%
DOCS vs GFS
-13.3%
-39.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -0.6% | -5.3% | +4.7% | +0.5% |
| 30D | +6.3% | -15.8% | +22.1% | +10.1% |
| 3M | +26.5% | -18.6% | +45.1% | +31.2% |
| 6M | +24.8% | -45.0% | +69.8% | +38.3% |
| YTD | -26.8% | +16.8% | -43.6% | -38.2% |
| 1Y | -38.3% | +17.8% | -56.1% | -48.2% |
| 3Y | +36.0% | -21.5% | +57.6% | +23.9% |
| 5Y | -55.0% | -29.3% | -25.6% | -59.6% |
| All | -53.2% | -13.3% | -39.9% | -58.9% |
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