-38.7%
DOCS vs GH
+17.3%
-55.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.5% |
| 7D | -0.8% | -15.6% | +14.9% | +4.2% |
| 30D | +17.4% | -10.4% | +27.8% | +20.9% |
| 3M | +57.4% | -4.3% | +61.6% | +58.5% |
| 6M | +26.5% | +63.5% | -37.0% | +7.1% |
| YTD | -26.6% | +47.7% | -74.3% | -36.8% |
| 1Y | -48.1% | +56.7% | -104.8% | -56.1% |
| 3Y | +52.6% | +443.9% | -391.2% | -26.2% |
| 5Y | -52.1% | +36.9% | -89.0% | -63.1% |
| All | -38.7% | +17.3% | -55.9% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling