-48.1%
DOCS vs GPN
+24.6%
-72.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.6% | -2.9% |
| 7D | -0.8% | +0.6% | -1.3% | -1.0% |
| 30D | +17.4% | +20.1% | -2.7% | +9.3% |
| 3M | +57.4% | +11.4% | +46.0% | +50.5% |
| 6M | +26.5% | +40.8% | -14.3% | +9.6% |
| YTD | -26.6% | +27.1% | -53.7% | -32.3% |
| 1Y | -48.1% | +29.2% | -77.3% | -54.1% |
| All | -48.1% | +24.6% | -72.7% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling