-51.1%
DOCS vs GPC
+6.4%
-57.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.6% | -2.7% | -3.9% |
| 7D | -1.3% | +1.7% | -3.0% | -1.7% |
| 30D | +19.4% | -2.3% | +21.7% | +19.9% |
| 3M | +53.4% | -4.5% | +57.9% | +55.2% |
| 6M | +28.8% | +21.6% | +7.2% | +22.2% |
| YTD | -25.1% | +4.0% | -29.1% | -27.1% |
| 1Y | -48.1% | +3.5% | -51.7% | -49.5% |
| 3Y | +51.4% | +2.1% | +49.2% | +39.7% |
| 5Y | -51.1% | +5.5% | -56.6% | -62.5% |
| All | -51.1% | +6.4% | -57.5% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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