+406.3%
GE vs DOCS
-21.0%
+427.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +2.9% |
| 7D | +7.1% | -0.8% | +7.9% | +7.2% |
| 30D | +6.5% | +17.4% | -10.9% | +5.1% |
| 3M | -13.6% | +57.4% | -70.9% | -17.2% |
| 6M | +6.0% | +26.5% | -20.6% | +3.0% |
| YTD | +5.4% | -26.6% | +32.0% | +7.1% |
| 1Y | +6.5% | -48.1% | +54.5% | +11.6% |
| 3Y | +268.6% | +52.6% | +216.0% | +242.3% |
| 5Y | +389.0% | -52.1% | +441.1% | +376.1% |
| All | +406.3% | -21.0% | +427.3% | +395.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling