+620.7%
GEV vs DOCS
-3.3%
+624.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.2% |
| 7D | +3.3% | -1.4% | +4.7% | +3.4% |
| 30D | -7.5% | +21.8% | -29.3% | -9.3% |
| 3M | -2.2% | +27.3% | -29.5% | -4.7% |
| 6M | +12.1% | -0.3% | +12.4% | +11.6% |
| YTD | +44.4% | -40.5% | +84.9% | +54.4% |
| 1Y | +57.7% | -61.5% | +119.2% | +80.4% |
| All | +620.7% | -3.3% | +624.0% | +693.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling