+9.9%
GAP vs DOC
-22.1%
+32.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | -2.1% | +6.2% | -8.3% | -5.3% |
| 30D | -5.1% | +6.5% | -11.6% | -8.5% |
| 3M | +9.8% | -6.2% | +16.0% | +13.4% |
| 6M | -3.6% | +25.6% | -29.2% | -17.5% |
| YTD | -9.8% | +32.1% | -41.9% | -26.0% |
| 1Y | -1.5% | +20.3% | -21.7% | -13.9% |
| 3Y | +74.3% | +42.7% | +31.6% | +30.2% |
| 5Y | +9.9% | -22.2% | +32.1% | +31.2% |
| All | +9.9% | -22.1% | +32.0% | +31.2% |
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