+43.4%
GEV vs DOC
+23.5%
+19.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.4% | +7.3% |
| 7D | -3.8% | +5.9% | -9.7% | -3.3% |
| 30D | -17.4% | +10.3% | -27.7% | -16.6% |
| 3M | -16.2% | -2.2% | -14.0% | -15.6% |
| 6M | -20.2% | +8.2% | -28.4% | -20.0% |
| YTD | +27.2% | +35.4% | -8.2% | +27.5% |
| All | +43.4% | +23.5% | +19.9% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling