+211.8%
GLW vs DOCS
-21.3%
+233.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.2% |
| 7D | -11.1% | -0.6% | -10.6% | -11.1% |
| 30D | -28.4% | +6.3% | -34.7% | -28.6% |
| 3M | -28.8% | +26.5% | -55.3% | -29.8% |
| 6M | -39.8% | +24.8% | -64.6% | -41.0% |
| YTD | +28.7% | -26.8% | +55.5% | +31.5% |
| 1Y | +27.7% | -38.3% | +66.0% | +32.4% |
| 3Y | +331.3% | +36.0% | +295.3% | +309.5% |
| 5Y | +233.4% | -55.0% | +288.4% | +225.7% |
| All | +211.8% | -21.3% | +233.0% | +203.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling