+8.4%
GFI vs DOC
+21.8%
-13.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.2% | +4.9% |
| 7D | +1.4% | +8.7% | -7.3% | -2.1% |
| 30D | +3.0% | +7.6% | -4.7% | -0.4% |
| 3M | +10.2% | -5.3% | +15.4% | +13.1% |
| 6M | -10.1% | +27.6% | -37.7% | -20.8% |
| YTD | -11.4% | +32.4% | -43.8% | -25.0% |
| 1Y | +8.4% | +22.9% | -14.5% | -2.2% |
| All | +8.4% | +21.8% | -13.4% | -2.2% |
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