+40.6%
GLW vs DOCS
-47.4%
+88.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.3% | -12.2% | -4.6% |
| 7D | -9.5% | +1.2% | -10.7% | -9.2% |
| 30D | -25.5% | +21.3% | -46.8% | -22.5% |
| 3M | -25.6% | +58.4% | -84.0% | -19.1% |
| 6M | -25.5% | +39.3% | -64.8% | -18.2% |
| YTD | +36.4% | -21.7% | +58.1% | +45.7% |
| 1Y | +40.6% | -47.3% | +87.9% | +61.1% |
| All | +40.6% | -47.4% | +88.0% | +61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling