+12.5%
GAP vs DOC
+15.7%
-3.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.6% |
| 7D | -3.8% | +6.5% | -10.2% | -7.5% |
| 30D | -9.0% | +9.2% | -18.2% | -14.1% |
| 3M | +5.5% | -2.5% | +8.0% | +6.6% |
| 6M | -11.1% | +7.1% | -18.1% | -15.8% |
| YTD | -13.6% | +33.0% | -46.5% | -30.5% |
| 1Y | -2.9% | +23.3% | -26.1% | -17.8% |
| 3Y | +69.6% | +44.9% | +24.7% | +24.4% |
| 5Y | +5.4% | -21.6% | +27.0% | +18.5% |
| All | +12.5% | +15.7% | -3.2% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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