-52.9%
DOCS vs GFS
-25.2%
-27.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.1% |
| 7D | +2.6% | +7.4% | -4.8% | +0.7% |
| 30D | +11.4% | -15.3% | +26.7% | +15.4% |
| 3M | +25.4% | -21.1% | +46.5% | +31.4% |
| 6M | +42.5% | -44.5% | +87.0% | +58.3% |
| YTD | -24.7% | +19.2% | -43.9% | -37.2% |
| 1Y | -32.9% | +27.2% | -60.2% | -45.6% |
| 3Y | +39.6% | -20.1% | +59.7% | +26.1% |
| All | -52.9% | -25.2% | -27.6% | -59.0% |
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