+41.0%
GEV vs DOCS
-49.1%
+90.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.2% |
| 7D | -9.8% | -0.8% | -9.0% | -9.7% |
| 30D | -22.3% | +17.4% | -39.7% | -20.5% |
| 3M | -22.6% | +57.4% | -79.9% | -17.2% |
| 6M | -30.7% | +26.5% | -57.3% | -26.6% |
| YTD | +18.7% | -26.6% | +45.3% | +22.1% |
| 1Y | +41.0% | -48.1% | +89.1% | +42.5% |
| All | +41.0% | -49.1% | +90.2% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling