-21.3%
GFS vs DOC
-24.6%
+3.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.2% | -9.6% | -9.8% |
| 7D | -20.7% | +6.2% | -26.9% | -22.4% |
| 30D | -25.2% | +6.5% | -31.7% | -27.1% |
| 3M | -26.3% | -6.2% | -20.1% | -24.8% |
| 6M | -50.7% | +25.6% | -76.3% | -56.0% |
| YTD | +4.5% | +32.1% | -27.5% | -9.4% |
| 1Y | +2.5% | +20.3% | -17.8% | -7.3% |
| 3Y | -30.9% | +42.7% | -73.7% | -44.3% |
| 5Y | -42.6% | -22.2% | -20.5% | -32.7% |
| All | -21.3% | -24.6% | +3.3% | -5.3% |
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