+8.9%
DOCS vs GFS
-18.1%
+27.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -2.9% |
| 7D | -1.4% | +1.0% | -2.4% | -1.5% |
| 30D | +21.8% | -8.6% | +30.4% | +23.0% |
| 3M | +27.3% | -46.5% | +73.8% | +34.0% |
| 6M | -0.3% | -4.8% | +4.5% | -4.6% |
| YTD | -40.5% | +29.7% | -70.1% | -47.3% |
| 1Y | -61.5% | +35.8% | -97.4% | -66.4% |
| All | +8.9% | -18.1% | +27.0% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling