-38.7%
DOCS vs GPN
-46.8%
+8.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.6% | -2.9% |
| 7D | -0.8% | +0.6% | -1.3% | -1.1% |
| 30D | +17.4% | +20.1% | -2.7% | +9.1% |
| 3M | +57.4% | +11.4% | +46.0% | +50.0% |
| 6M | +26.5% | +40.8% | -14.3% | +10.1% |
| YTD | -26.6% | +27.1% | -53.7% | -34.2% |
| 1Y | -48.1% | +29.2% | -77.3% | -53.7% |
| 3Y | +52.6% | -9.4% | +62.0% | +49.5% |
| 5Y | -52.1% | -25.1% | -27.0% | -50.6% |
| All | -38.7% | -46.8% | +8.1% | -33.9% |
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