-21.6%
GFS vs DOC
+43.5%
-65.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.1% | -9.1% | -6.6% |
| 7D | -12.5% | +8.7% | -21.2% | -14.1% |
| 30D | -16.9% | +7.6% | -24.6% | -18.4% |
| 3M | -22.3% | -5.3% | -17.0% | -21.2% |
| 6M | -40.2% | +27.6% | -67.8% | -45.2% |
| YTD | +16.0% | +32.4% | -16.4% | +4.2% |
| 1Y | +17.7% | +22.9% | -5.2% | +8.8% |
| All | -21.6% | +43.5% | -65.1% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling