+329.0%
GLW vs DOCS
-36.0%
+365.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.8% | +8.5% | +5.8% |
| 7D | +3.8% | -1.4% | +5.2% | +3.8% |
| 30D | -1.3% | +21.8% | -23.2% | -2.8% |
| 3M | -21.8% | +27.3% | -49.1% | -23.3% |
| 6M | +6.9% | -0.3% | +7.2% | +6.1% |
| YTD | +77.2% | -40.5% | +117.6% | +83.1% |
| 1Y | +123.2% | -61.5% | +184.8% | +140.1% |
| 3Y | +400.0% | +8.2% | +391.8% | +380.4% |
| 5Y | +342.8% | -73.4% | +416.2% | +339.1% |
| All | +329.0% | -36.0% | +365.0% | +322.8% |
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 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