-27.5%
GIS vs DOCS
-19.0%
-8.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -3.4% | +2.6% | -5.9% | -3.3% |
| 30D | +6.9% | +11.4% | -4.5% | +6.9% |
| 3M | -10.1% | +25.4% | -35.5% | -10.0% |
| 6M | +5.9% | +42.5% | -36.7% | +6.1% |
| YTD | -21.1% | -24.7% | +3.6% | -21.7% |
| 1Y | -22.5% | -32.9% | +10.5% | -23.2% |
| 3Y | -39.0% | +39.6% | -78.6% | -39.2% |
| 5Y | -33.3% | -54.6% | +21.3% | -33.5% |
| All | -27.5% | -19.0% | -8.5% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling