-30.4%
GIS vs DOCS
-51.8%
+21.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.6% |
| 7D | +3.6% | -0.8% | +4.3% | +3.6% |
| 30D | +13.9% | +17.4% | -3.5% | +14.0% |
| 3M | +0.3% | +57.4% | -57.0% | +0.7% |
| 6M | +5.0% | +26.5% | -21.6% | +5.1% |
| YTD | -18.4% | -26.6% | +8.2% | -19.2% |
| 1Y | -17.4% | -48.1% | +30.6% | -18.8% |
| 3Y | -36.9% | +52.6% | -89.6% | -37.0% |
| All | -30.4% | -51.8% | +21.5% | -30.9% |
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