+0.7%
DOCS vs GGLL
+184.7%
-184.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -3.2% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | +19.4% | -36.3% | +55.7% | +31.5% |
| 3M | +53.4% | -42.7% | +96.1% | +72.5% |
| 6M | +28.8% | -53.1% | +81.8% | +49.5% |
| YTD | -25.1% | -32.1% | +7.0% | -22.7% |
| 1Y | -48.1% | -20.1% | -28.1% | -49.5% |
| 3Y | +51.4% | +151.7% | -100.3% | -12.6% |
| All | +0.7% | +184.7% | -184.0% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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