-28.5%
GIS vs DOCS
-54.0%
+25.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +1.7% |
| 7D | +9.4% | -1.3% | +10.8% | +9.4% |
| 30D | +15.5% | +19.4% | -3.9% | +15.6% |
| 3M | +3.4% | +53.4% | -50.0% | +3.8% |
| 6M | +9.4% | +28.8% | -19.4% | +9.5% |
| YTD | -16.2% | -25.1% | +8.9% | -17.0% |
| 1Y | -16.0% | -48.1% | +32.2% | -17.4% |
| 3Y | -35.8% | +51.4% | -87.1% | -35.8% |
| 5Y | -28.5% | -51.1% | +22.6% | -29.0% |
| All | -28.5% | -54.0% | +25.5% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling