+526.6%
GEV vs DOC
+33.7%
+492.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.4% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -18.4% | +6.6% | -25.0% | -18.9% |
| 3M | -21.2% | -1.1% | -20.1% | -21.0% |
| 6M | -23.6% | +4.8% | -28.4% | -24.3% |
| YTD | +25.5% | +32.1% | -6.5% | +18.6% |
| 1Y | +42.6% | +21.9% | +20.7% | +37.2% |
| All | +526.6% | +33.7% | +492.9% | +462.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling