+8,362.9%
GEN vs DOC
+2,934.4%
+5,428.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.1% |
| 7D | +26.9% | +8.7% | +18.1% | +24.0% |
| 30D | +38.6% | +7.6% | +31.0% | +35.9% |
| 3M | +9.7% | -5.3% | +15.0% | +11.5% |
| 6M | +58.9% | +27.6% | +31.3% | +47.3% |
| YTD | +15.3% | +32.4% | -17.1% | +5.6% |
| 1Y | +21.8% | +22.9% | -1.1% | +13.8% |
| 3Y | +85.8% | +43.1% | +42.7% | +64.7% |
| 5Y | +37.4% | -21.4% | +58.8% | +42.5% |
| 10Y | +174.0% | +16.8% | +157.2% | +135.0% |
| All | +8,362.9% | +2,934.4% | +5,428.5% | +1,990.0% |
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