+19,851.2%
GD vs DOC
+2,974.4%
+16,876.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -5.3% | -1.5% | -3.8% | -4.9% |
| 30D | -6.4% | -4.8% | -1.7% | -5.4% |
| 3M | +5.7% | +6.9% | -1.2% | +3.8% |
| 6M | -0.9% | +20.7% | -21.7% | -6.1% |
| YTD | +8.2% | +34.1% | -26.0% | -0.2% |
| 1Y | +13.4% | +22.6% | -9.2% | +6.8% |
| 3Y | +68.5% | +20.8% | +47.7% | +57.1% |
| 5Y | +97.2% | -24.9% | +122.0% | +104.8% |
| 10Y | +190.2% | -1.8% | +192.0% | +173.5% |
| All | +19,851.2% | +2,974.4% | +16,876.9% | +8,864.9% |
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