+59.3%
GM vs DOC
-22.1%
+81.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.1% | -3.2% |
| 7D | +4.2% | +6.2% | -2.0% | +1.4% |
| 30D | +8.9% | +6.5% | +2.5% | +5.7% |
| 3M | +0.4% | -6.2% | +6.6% | +3.2% |
| 6M | +17.8% | +25.6% | -7.8% | +4.4% |
| YTD | +10.6% | +32.1% | -21.5% | -5.3% |
| 1Y | +31.0% | +20.3% | +10.7% | +17.8% |
| 3Y | +209.2% | +42.7% | +166.5% | +140.7% |
| 5Y | +59.3% | -22.2% | +81.4% | +85.8% |
| All | +59.3% | -22.1% | +81.3% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling