-32.2%
GIS vs DOCS
-54.3%
+22.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.8% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +10.1% | +7.8% | +2.3% | +10.1% |
| 3M | -3.7% | +20.0% | -23.6% | -3.5% |
| 6M | +4.3% | +26.5% | -22.3% | +4.3% |
| YTD | -19.8% | -25.8% | +6.0% | -20.6% |
| 1Y | -20.5% | -39.5% | +19.0% | -21.6% |
| 3Y | -38.3% | +60.3% | -98.7% | -38.3% |
| 5Y | -32.2% | -57.0% | +24.9% | -33.1% |
| All | -32.2% | -54.3% | +22.2% | -33.1% |
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