-28.5%
GIS vs DOC
-22.1%
-6.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +9.4% | +6.2% | +3.2% | +7.9% |
| 30D | +15.5% | +6.5% | +9.0% | +13.8% |
| 3M | +3.4% | -6.2% | +9.6% | +4.8% |
| 6M | +9.4% | +25.6% | -16.2% | +4.1% |
| YTD | -16.2% | +32.1% | -48.3% | -21.4% |
| 1Y | -16.0% | +20.3% | -36.3% | -19.5% |
| 3Y | -35.8% | +42.7% | -78.5% | -40.9% |
| 5Y | -28.5% | -22.2% | -6.4% | -23.7% |
| All | -28.5% | -22.1% | -6.4% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling