-51.1%
DOCS vs GFS
-43.8%
-7.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.9% | +5.6% | -1.9% |
| 7D | -1.3% | -20.7% | +19.4% | +4.1% |
| 30D | +19.4% | -25.2% | +44.6% | +27.5% |
| 3M | +53.4% | -26.3% | +79.7% | +63.8% |
| 6M | +28.8% | -50.7% | +79.5% | +46.5% |
| YTD | -25.1% | +4.5% | -29.6% | -35.1% |
| 1Y | -48.1% | +2.5% | -50.6% | -54.9% |
| 3Y | +51.4% | -30.9% | +82.3% | +42.7% |
| 5Y | -51.1% | -42.6% | -8.5% | -55.3% |
| All | -51.1% | -43.8% | -7.3% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling