-0.3%
DOCS vs GNRC
-16.4%
+16.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.1% | -2.3% |
| 7D | -1.4% | +1.9% | -3.4% | -1.1% |
| 30D | +21.8% | -13.8% | +35.6% | +18.8% |
| 3M | +27.3% | -32.6% | +59.9% | +17.9% |
| 6M | -0.3% | -15.2% | +14.8% | -3.3% |
| All | -0.3% | -16.4% | +16.0% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling