-8.8%
GFI vs DOC
+21.6%
-30.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -8.7% | -0.9% | -7.8% | -8.2% |
| 30D | +0.6% | +7.7% | -7.1% | -2.6% |
| 3M | -7.5% | -2.0% | -5.5% | -6.3% |
| 6M | -18.3% | +5.9% | -24.2% | -20.8% |
| YTD | -13.8% | +31.8% | -45.6% | -26.1% |
| 1Y | -8.8% | +22.5% | -31.4% | -18.2% |
| All | -8.8% | +21.6% | -30.5% | -18.2% |
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