+7.6%
DOCS vs GNRC
+62.7%
-55.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.5% | -8.9% | -7.5% |
| 7D | -7.3% | +4.8% | -12.2% | -7.9% |
| 30D | -10.9% | -10.4% | -0.5% | -9.8% |
| 3M | +20.3% | -28.5% | +48.8% | +24.7% |
| 6M | -3.6% | -6.8% | +3.1% | -6.7% |
| YTD | -44.9% | +39.5% | -84.3% | -53.4% |
| 1Y | -64.9% | +3.4% | -68.3% | -67.6% |
| 3Y | +7.6% | +65.1% | -57.5% | -12.4% |
| All | +7.6% | +62.7% | -55.1% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling