-50.3%
DOCS vs GPC
+27.5%
-77.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | +21.8% | +5.1% | +16.7% | +20.5% |
| 3M | +27.3% | +41.5% | -14.2% | +17.3% |
| 6M | -0.3% | +21.8% | -22.2% | -5.1% |
| YTD | -40.5% | +14.6% | -55.1% | -43.2% |
| 1Y | -61.5% | +1.3% | -62.8% | -62.1% |
| 3Y | +8.2% | -1.4% | +9.6% | +4.8% |
| 5Y | -73.4% | +30.6% | -104.0% | -77.7% |
| All | -50.3% | +27.5% | -77.8% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling