+39.0%
DOCS vs GPN
-16.0%
+55.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.0% | +12.0% | +3.2% |
| 7D | +0.1% | -7.1% | +7.2% | +1.7% |
| 30D | +8.7% | +7.7% | +1.0% | +5.2% |
| 3M | +32.9% | -0.1% | +33.0% | +31.6% |
| 6M | +25.5% | +29.4% | -3.9% | +14.4% |
| YTD | -25.0% | +15.1% | -40.1% | -29.6% |
| 1Y | -34.9% | +15.4% | -50.3% | -38.9% |
| All | +39.0% | -16.0% | +55.0% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling