-36.3%
GIS vs DOC
+43.5%
-79.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +4.4% |
| 7D | +8.5% | +8.7% | -0.3% | +6.2% |
| 30D | +15.3% | +7.6% | +7.7% | +13.2% |
| 3M | +0.9% | -5.3% | +6.2% | +2.0% |
| 6M | +7.9% | +27.6% | -19.7% | +2.5% |
| YTD | -17.6% | +32.4% | -50.0% | -22.7% |
| 1Y | -17.4% | +22.9% | -40.2% | -21.1% |
| All | -36.3% | +43.5% | -79.8% | -39.5% |
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