+58.6%
GD vs DOC
+43.5%
+15.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -3.1% |
| 7D | +3.0% | +8.7% | -5.8% | +1.5% |
| 30D | +10.5% | +7.6% | +2.9% | +9.1% |
| 3M | -5.0% | -5.3% | +0.3% | -4.3% |
| 6M | +5.5% | +27.6% | -22.1% | +0.7% |
| YTD | +10.3% | +32.4% | -22.1% | +4.3% |
| 1Y | +8.2% | +22.9% | -14.7% | +3.8% |
| All | +58.6% | +43.5% | +15.0% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling