-6.8%
GFI vs DOC
+22.3%
-29.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +2.2% | +1.0% | +1.2% | +1.8% |
| 30D | +2.2% | +8.1% | -6.0% | -1.2% |
| 3M | -4.6% | +0.9% | -5.5% | -4.7% |
| 6M | -16.7% | +6.3% | -23.0% | -19.4% |
| YTD | -9.5% | +33.8% | -43.2% | -23.0% |
| 1Y | -6.8% | +21.6% | -28.5% | -16.2% |
| All | -6.8% | +22.3% | -29.2% | -16.2% |
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