+543.8%
GFI vs DOC
+2,926.9%
-2,383.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | +7.7% | +6.2% | +1.5% | +6.3% |
| 30D | +4.6% | +6.5% | -1.9% | +3.0% |
| 3M | +3.8% | -6.2% | +10.0% | +5.3% |
| 6M | -7.3% | +25.6% | -32.9% | -12.3% |
| YTD | -8.8% | +32.1% | -40.9% | -14.8% |
| 1Y | +4.3% | +20.3% | -16.0% | -0.4% |
| 3Y | +197.8% | +42.7% | +155.1% | +171.3% |
| 5Y | +378.6% | -22.2% | +400.7% | +394.7% |
| 10Y | +1,090.6% | +16.5% | +1,074.1% | +969.6% |
| All | +543.8% | +2,926.9% | -2,383.1% | +401.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling