-54.8%
DOCS vs GPN
-28.1%
-26.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.0% | +12.0% | +4.5% |
| 7D | +0.1% | -7.1% | +7.2% | +2.4% |
| 30D | +8.7% | +7.7% | +1.0% | +4.1% |
| 3M | +32.9% | -0.1% | +33.0% | +31.1% |
| 6M | +25.5% | +29.4% | -3.9% | +10.6% |
| YTD | -25.0% | +15.1% | -40.1% | -31.3% |
| 1Y | -34.9% | +15.4% | -50.3% | -40.4% |
| 3Y | +39.3% | -16.5% | +55.9% | +39.2% |
| 5Y | -54.8% | -29.6% | -25.2% | -51.6% |
| All | -54.8% | -28.1% | -26.7% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling