-18.0%
GIS vs DOC
+21.1%
-39.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.2% |
| 7D | +0.4% | +5.9% | -5.5% | -0.9% |
| 30D | +10.1% | +10.3% | -0.2% | +7.8% |
| 3M | -3.7% | -2.2% | -1.5% | -3.3% |
| 6M | +4.3% | +8.2% | -3.9% | +2.6% |
| YTD | -19.8% | +35.4% | -55.2% | -25.0% |
| 1Y | -20.5% | +23.6% | -44.1% | -24.2% |
| 3Y | -38.3% | +57.3% | -95.6% | -44.5% |
| 5Y | -32.2% | -19.6% | -12.6% | -30.7% |
| 10Y | -18.0% | +20.8% | -38.8% | -27.1% |
| All | -18.0% | +21.1% | -39.1% | -27.1% |
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 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