-20.6%
GIS vs DOCS
-36.0%
+15.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.5% |
| 7D | -7.8% | -1.4% | -6.4% | -7.9% |
| 30D | +6.6% | +21.8% | -15.3% | +6.7% |
| 3M | +21.0% | +27.3% | -6.3% | +21.2% |
| 6M | -9.1% | -0.3% | -8.7% | -9.1% |
| YTD | -13.6% | -40.5% | +26.9% | -14.4% |
| 1Y | -18.0% | -61.5% | +43.5% | -19.3% |
| 3Y | -33.7% | +8.2% | -41.8% | -34.0% |
| 5Y | -19.4% | -73.4% | +54.0% | -19.7% |
| All | -20.6% | -36.0% | +15.4% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling