-18.0%
GIS vs DOC
-24.5%
+6.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | -7.8% | -1.5% | -6.4% | -7.5% |
| 30D | +6.6% | -4.8% | +11.3% | +7.7% |
| 3M | +21.0% | +6.9% | +14.1% | +19.4% |
| 6M | -9.1% | +20.7% | -29.8% | -12.8% |
| YTD | -13.6% | +34.1% | -47.8% | -19.4% |
| 1Y | -18.0% | +22.6% | -40.7% | -21.9% |
| 3Y | -33.7% | +20.8% | -54.5% | -36.7% |
| All | -18.0% | -24.5% | +6.5% | -7.9% |
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