-38.0%
DOCS vs GPN
-46.6%
+8.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | +7.8% | +18.9% | -11.2% | +0.5% |
| 3M | +20.0% | +13.8% | +6.1% | +13.6% |
| 6M | +26.5% | +42.3% | -15.7% | +9.6% |
| YTD | -25.8% | +27.6% | -53.3% | -33.6% |
| 1Y | -39.5% | +30.3% | -69.7% | -46.2% |
| 3Y | +60.3% | -5.8% | +66.1% | +54.4% |
| 5Y | -57.0% | -22.6% | -34.4% | -55.8% |
| All | -38.0% | -46.6% | +8.6% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling