+52.6%
DOCS vs GNRC
+69.2%
-16.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.3% |
| 7D | -0.8% | -10.7% | +9.9% | +0.2% |
| 30D | +17.4% | -20.1% | +37.5% | +20.0% |
| 3M | +57.4% | -16.3% | +73.6% | +59.4% |
| 6M | +26.5% | -33.9% | +60.4% | +30.5% |
| YTD | -26.6% | +29.6% | -56.2% | -38.1% |
| 1Y | -48.1% | +14.9% | -63.0% | -54.6% |
| 3Y | +52.6% | +72.5% | -19.9% | -6.8% |
| All | +52.6% | +69.2% | -16.6% | -6.8% |
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