-50.3%
DOCS vs GH
+25.5%
-75.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -1.4% | -0.1% | -1.4% | -1.5% |
| 30D | +21.8% | -1.1% | +22.9% | +22.3% |
| 3M | +27.3% | +21.3% | +6.0% | +19.3% |
| 6M | -0.3% | +73.5% | -73.9% | -17.3% |
| YTD | -40.5% | +58.0% | -98.5% | -49.5% |
| 1Y | -61.5% | +163.1% | -224.6% | -72.7% |
| 3Y | +8.2% | +361.0% | -352.9% | -43.2% |
| 5Y | -73.4% | +22.5% | -96.0% | -78.6% |
| All | -50.3% | +25.5% | -75.7% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling