-37.0%
DOCS vs GFS
+24.3%
-61.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +2.7% |
| 7D | -4.2% | +6.2% | -10.4% | -3.8% |
| 30D | +8.6% | -11.4% | +20.0% | +7.9% |
| 3M | +27.2% | -15.5% | +42.7% | +26.0% |
| 6M | +26.5% | -42.6% | +69.1% | +19.1% |
| YTD | -25.0% | +23.2% | -48.2% | -28.6% |
| 1Y | -37.0% | +23.6% | -60.6% | -41.6% |
| All | -37.0% | +24.3% | -61.3% | -41.6% |
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