-37.0%
DOCS vs GH
+59.9%
-96.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.6% |
| 7D | -4.2% | -8.2% | +4.0% | -2.2% |
| 30D | +8.6% | -4.9% | +13.6% | +9.7% |
| 3M | +27.2% | -6.2% | +33.5% | +28.0% |
| 6M | +26.5% | +60.0% | -33.5% | +12.8% |
| YTD | -25.0% | +51.5% | -76.5% | -33.1% |
| 1Y | -37.0% | +58.4% | -95.4% | -45.5% |
| All | -37.0% | +59.9% | -96.9% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling