-51.1%
DOCS vs GH
+35.2%
-86.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.0% | +4.7% | -1.6% |
| 7D | -1.3% | -17.2% | +15.9% | +4.2% |
| 30D | +19.4% | -10.1% | +29.5% | +22.9% |
| 3M | +53.4% | -6.0% | +59.4% | +55.4% |
| 6M | +28.8% | +71.4% | -42.6% | +7.4% |
| YTD | -25.1% | +50.2% | -75.3% | -35.9% |
| 1Y | -48.1% | +61.4% | -109.6% | -56.6% |
| 3Y | +51.4% | +435.2% | -383.8% | -26.4% |
| 5Y | -51.1% | +39.2% | -90.3% | -60.3% |
| All | -51.1% | +35.2% | -86.3% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling