-50.3%
DOCS vs GNRC
-54.2%
+3.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.1% | -3.6% |
| 7D | -1.4% | +1.9% | -3.4% | -2.1% |
| 30D | +21.8% | -13.8% | +35.6% | +27.5% |
| 3M | +27.3% | -32.6% | +59.9% | +42.4% |
| 6M | -0.3% | -15.2% | +14.8% | -0.5% |
| YTD | -40.5% | +37.4% | -77.9% | -53.0% |
| 1Y | -61.5% | +5.1% | -66.7% | -66.4% |
| 3Y | +8.2% | +57.5% | -49.3% | -26.4% |
| 5Y | -73.4% | -58.7% | -14.7% | -65.0% |
| All | -50.3% | -54.2% | +3.9% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling