-50.3%
DOCS vs GPN
-49.6%
-0.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.1% |
| 7D | -1.4% | +0.8% | -2.2% | -1.8% |
| 30D | +21.8% | +5.8% | +16.0% | +19.0% |
| 3M | +27.3% | +37.0% | -9.7% | +12.5% |
| 6M | -0.3% | +20.1% | -20.5% | -7.8% |
| YTD | -40.5% | +20.4% | -60.9% | -45.3% |
| 1Y | -61.5% | +7.4% | -69.0% | -63.2% |
| 3Y | +8.2% | -26.1% | +34.3% | +16.0% |
| 5Y | -73.4% | -38.5% | -34.9% | -71.4% |
| All | -50.3% | -49.6% | -0.7% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling