+61.4%
GH vs DOC
+21.7%
+39.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.2% | -8.7% | -8.9% |
| 7D | -17.2% | +6.2% | -23.4% | -18.4% |
| 30D | -10.1% | +6.5% | -16.6% | -11.6% |
| 3M | -6.0% | -6.2% | +0.3% | -3.8% |
| 6M | +71.4% | +25.6% | +45.8% | +61.0% |
| YTD | +50.2% | +32.1% | +18.1% | +43.3% |
| 1Y | +61.4% | +20.3% | +41.1% | +54.2% |
| All | +61.4% | +21.7% | +39.7% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling