-35.2%
GIS vs DOC
+43.2%
-78.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +9.4% | +6.2% | +3.2% | +7.8% |
| 30D | +15.5% | +6.5% | +9.0% | +13.6% |
| 3M | +3.4% | -6.2% | +9.6% | +4.7% |
| 6M | +9.4% | +25.6% | -16.2% | +4.2% |
| YTD | -16.2% | +32.1% | -48.3% | -21.4% |
| 1Y | -16.0% | +20.3% | -36.3% | -19.3% |
| All | -35.2% | +43.2% | -78.4% | -38.4% |
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