+2,202.2%
GAP vs DOC
+2,974.4%
-772.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -4.5% | -1.5% | -3.0% | -3.9% |
| 30D | +9.0% | -4.8% | +13.8% | +11.0% |
| 3M | +5.0% | +6.9% | -1.9% | +1.8% |
| 6M | -17.8% | +20.7% | -38.6% | -24.7% |
| YTD | -10.4% | +34.1% | -44.5% | -21.5% |
| 1Y | -3.4% | +22.6% | -26.0% | -12.4% |
| 3Y | +111.5% | +20.8% | +90.7% | +91.2% |
| 5Y | +8.8% | -24.9% | +33.7% | +19.2% |
| 10Y | +32.9% | -1.8% | +34.7% | +30.9% |
| All | +2,202.2% | +2,974.4% | -772.2% | +630.3% |
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