-52.9%
DOCS vs GNRC
-57.0%
+4.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | +2.6% | +7.9% | -5.4% | 0.0% |
| 30D | +11.4% | -3.7% | +15.1% | +11.8% |
| 3M | +25.4% | -11.9% | +37.3% | +27.8% |
| 6M | +42.5% | -28.6% | +71.2% | +51.4% |
| YTD | -24.7% | +39.9% | -64.6% | -42.0% |
| 1Y | -32.9% | +23.4% | -56.3% | -45.6% |
| 3Y | +39.6% | +84.2% | -44.6% | -12.9% |
| All | -52.9% | -57.0% | +4.1% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling