+187.6%
GLW vs DOCS
-19.4%
+207.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.3% | -8.6% | -12.7% |
| 7D | -19.7% | -1.3% | -18.4% | -19.7% |
| 30D | -38.8% | +19.4% | -58.2% | -39.3% |
| 3M | -33.9% | +53.4% | -87.3% | -35.7% |
| 6M | -36.0% | +28.8% | -64.7% | -37.3% |
| YTD | +18.7% | -25.1% | +43.8% | +21.1% |
| 1Y | +19.8% | -48.1% | +67.9% | +26.3% |
| 3Y | +294.3% | +51.4% | +242.9% | +270.6% |
| 5Y | +205.7% | -51.1% | +256.8% | +198.2% |
| All | +187.6% | -19.4% | +207.0% | +179.7% |
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