-38.7%
DOCS vs GNRC
-56.8%
+18.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.8% |
| 7D | -0.8% | -10.7% | +9.9% | +2.3% |
| 30D | +17.4% | -20.1% | +37.5% | +25.3% |
| 3M | +57.4% | -16.3% | +73.6% | +63.0% |
| 6M | +26.5% | -33.9% | +60.4% | +38.1% |
| YTD | -26.6% | +29.6% | -56.2% | -42.1% |
| 1Y | -48.1% | +14.9% | -63.0% | -57.0% |
| 3Y | +52.6% | +72.5% | -19.9% | -2.9% |
| 5Y | -52.1% | -60.1% | +8.0% | -38.4% |
| All | -38.7% | -56.8% | +18.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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