-19.4%
GFS vs DOC
+20.8%
-40.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | +1.0% | -1.5% | +2.5% | +1.4% |
| 30D | -8.6% | -4.8% | -3.8% | -7.4% |
| 3M | -46.5% | +6.9% | -53.4% | -48.0% |
| 6M | -4.8% | +20.7% | -25.6% | -11.2% |
| YTD | +29.7% | +34.1% | -4.5% | +15.6% |
| 1Y | +35.8% | +22.6% | +13.2% | +25.6% |
| All | -19.4% | +20.8% | -40.1% | -31.2% |
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