+46.0%
GFI vs DOC
+23.9%
+22.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.8% |
| 7D | +3.1% | -1.5% | +4.6% | +3.8% |
| 30D | +27.1% | -4.8% | +31.9% | +29.6% |
| 3M | +21.2% | +6.9% | +14.3% | +17.1% |
| 6M | -4.5% | +20.7% | -25.2% | -13.0% |
| YTD | +11.7% | +34.1% | -22.4% | -2.1% |
| 1Y | +46.0% | +22.6% | +23.4% | +28.9% |
| All | +46.0% | +23.9% | +22.2% | +28.9% |
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