+2,355.8%
GAP vs DOC
+2,934.4%
-578.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +4.9% | +6.7% |
| 7D | +8.0% | +8.7% | -0.8% | +4.4% |
| 30D | +2.7% | +7.6% | -5.0% | -0.4% |
| 3M | +16.0% | -5.3% | +21.3% | +18.2% |
| 6M | +2.0% | +27.6% | -25.6% | -8.6% |
| YTD | -4.4% | +32.4% | -36.8% | -16.0% |
| 1Y | +9.2% | +22.9% | -13.7% | -1.0% |
| 3Y | +84.7% | +43.1% | +41.6% | +56.0% |
| 5Y | +17.9% | -21.4% | +39.3% | +26.9% |
| 10Y | +30.3% | +16.8% | +13.4% | +21.6% |
| All | +2,355.8% | +2,934.4% | -578.6% | +682.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling