+9.8%
GAP vs DOC
-24.5%
+34.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.5% |
| 7D | -4.5% | -1.5% | -3.0% | -3.7% |
| 30D | +9.0% | -4.8% | +13.8% | +11.8% |
| 3M | +5.0% | +6.9% | -1.9% | +0.2% |
| 6M | -17.8% | +20.7% | -38.6% | -27.7% |
| YTD | -10.4% | +34.1% | -44.5% | -26.8% |
| 1Y | -3.4% | +22.6% | -26.0% | -16.6% |
| 3Y | +111.5% | +20.8% | +90.7% | +81.8% |
| All | +9.8% | -24.5% | +34.3% | +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