+205.0%
GM vs DOC
+44.2%
+160.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.8% |
| 7D | -1.4% | +6.5% | -7.9% | -3.3% |
| 30D | +6.4% | +9.2% | -2.8% | +3.4% |
| 3M | -0.7% | -2.5% | +1.8% | 0.0% |
| 6M | +9.9% | +7.1% | +2.9% | +7.2% |
| YTD | +6.7% | +33.0% | -26.3% | -4.2% |
| 1Y | +26.2% | +23.3% | +3.0% | +16.6% |
| 3Y | +205.0% | +44.9% | +160.1% | +150.9% |
| All | +205.0% | +44.2% | +160.9% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling