+507.7%
GH vs DOC
+43.5%
+464.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.1% | -6.8% | -5.1% |
| 7D | -7.7% | +8.7% | -16.4% | -11.4% |
| 30D | -10.0% | +7.6% | -17.6% | -13.4% |
| 3M | +5.5% | -5.3% | +10.8% | +8.1% |
| 6M | +84.9% | +27.6% | +57.3% | +60.7% |
| YTD | +65.0% | +32.4% | +32.6% | +39.8% |
| 1Y | +71.8% | +22.9% | +48.9% | +51.6% |
| All | +507.7% | +43.5% | +464.2% | +347.1% |
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