-73.2%
DOCS vs GPC
+30.9%
-104.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | -1.4% | +1.2% | -2.6% | -1.7% |
| 30D | +21.8% | +6.0% | +15.9% | +20.2% |
| 3M | +27.3% | +42.6% | -15.3% | +17.0% |
| 6M | -0.3% | +22.8% | -23.1% | -5.4% |
| YTD | -40.5% | +15.5% | -55.9% | -43.3% |
| 1Y | -61.5% | +2.0% | -63.6% | -62.2% |
| 3Y | +8.2% | -1.4% | +9.6% | +4.8% |
| All | -73.2% | +30.9% | -104.1% | -78.1% |
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