-37.4%
DOCS vs GH
+62.0%
-99.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.1% | -0.2% |
| 7D | 0.0% | -7.0% | +7.0% | +1.6% |
| 30D | +7.8% | -5.2% | +13.0% | +8.8% |
| 3M | +20.0% | -5.8% | +25.7% | +20.7% |
| 6M | +26.5% | +65.9% | -39.4% | +11.9% |
| YTD | -25.8% | +55.5% | -81.2% | -34.1% |
| All | -37.4% | +62.0% | -99.5% | -46.2% |
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 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