-17.4%
GIS vs DOCS
-47.4%
+30.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.3% | -1.2% | +4.9% |
| 7D | +8.5% | +1.2% | +7.2% | +8.4% |
| 30D | +15.3% | +21.3% | -6.0% | +14.2% |
| 3M | +0.9% | +58.4% | -57.4% | -1.6% |
| 6M | +7.9% | +39.3% | -31.4% | +4.7% |
| YTD | -17.6% | -21.7% | +4.1% | -22.6% |
| 1Y | -17.4% | -47.3% | +30.0% | -22.5% |
| All | -17.4% | -47.4% | +30.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling