+17.9%
GAP vs DOC
-22.8%
+40.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +4.9% | +6.2% |
| 7D | +8.0% | +8.7% | -0.8% | +3.0% |
| 30D | +2.7% | +7.6% | -5.0% | -1.6% |
| 3M | +16.0% | -5.3% | +21.3% | +19.1% |
| 6M | +2.0% | +27.6% | -25.6% | -13.5% |
| YTD | -4.4% | +32.4% | -36.8% | -21.6% |
| 1Y | +9.2% | +22.9% | -13.7% | -5.9% |
| 3Y | +84.7% | +43.1% | +41.6% | +37.8% |
| 5Y | +17.9% | -21.4% | +39.3% | +40.1% |
| All | +17.9% | -22.8% | +40.7% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling