+121.1%
GLD vs DOCS
-54.0%
+175.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.8% |
| 7D | +1.9% | -1.3% | +3.2% | +1.9% |
| 30D | -1.8% | +19.4% | -21.2% | -1.9% |
| 3M | -3.6% | +53.4% | -57.0% | -4.0% |
| 6M | -10.2% | +28.8% | -39.0% | -10.5% |
| YTD | -5.3% | -25.1% | +19.8% | -5.1% |
| 1Y | +2.5% | -48.1% | +50.6% | +3.0% |
| 3Y | +103.2% | +51.4% | +51.8% | +100.2% |
| 5Y | +121.1% | -51.1% | +172.2% | +116.8% |
| All | +121.1% | -54.0% | +175.1% | +116.8% |
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