-38.0%
DOCS vs GNRC
-53.9%
+15.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | -1.1% |
| 7D | 0.0% | -6.6% | +6.6% | +1.6% |
| 30D | +7.8% | -16.1% | +23.9% | +13.1% |
| 3M | +20.0% | -11.1% | +31.0% | +21.8% |
| 6M | +26.5% | -29.9% | +56.5% | +35.5% |
| YTD | -25.8% | +38.4% | -64.2% | -42.7% |
| 1Y | -39.5% | +21.5% | -61.0% | -50.7% |
| 3Y | +60.3% | +83.5% | -23.2% | 0.0% |
| 5Y | -57.0% | -57.1% | 0.0% | -46.1% |
| All | -38.0% | -53.9% | +15.9% | -25.3% |
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