+1,156.9%
GFI vs DOC
+15.7%
+1,141.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | +19.0% | +6.5% | +12.5% | +17.4% |
| 30D | +11.8% | +9.2% | +2.6% | +9.6% |
| 3M | +7.3% | -2.5% | +9.8% | +7.9% |
| 6M | -13.3% | +7.1% | -20.4% | -14.7% |
| YTD | -5.6% | +33.0% | -38.6% | -11.4% |
| 1Y | +9.2% | +23.3% | -14.1% | +4.0% |
| 3Y | +213.7% | +44.9% | +168.8% | +188.3% |
| 5Y | +395.5% | -21.6% | +417.1% | +394.4% |
| All | +1,156.9% | +15.7% | +1,141.2% | +1,140.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling