+376.5%
GH vs DOC
+22.5%
+354.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.2% | -8.7% | -8.9% |
| 7D | -17.2% | +6.2% | -23.4% | -19.6% |
| 30D | -10.1% | +6.5% | -16.6% | -13.0% |
| 3M | -6.0% | -6.2% | +0.3% | -3.6% |
| 6M | +71.4% | +25.6% | +45.8% | +51.6% |
| YTD | +50.2% | +32.1% | +18.1% | +29.3% |
| 1Y | +61.4% | +20.3% | +41.1% | +45.1% |
| 3Y | +435.2% | +42.7% | +392.4% | +339.7% |
| 5Y | +39.2% | -22.2% | +61.4% | +48.3% |
| All | +376.5% | +22.5% | +354.0% | +352.7% |
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