+87.9%
GM vs DOC
-24.5%
+112.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.6% |
| 7D | +1.9% | -1.5% | +3.4% | +2.6% |
| 30D | -1.4% | -4.8% | +3.4% | +0.7% |
| 3M | +5.9% | +6.9% | -1.0% | +2.4% |
| 6M | +12.4% | +20.7% | -8.4% | +1.9% |
| YTD | +8.6% | +34.1% | -25.5% | -7.0% |
| 1Y | +52.6% | +22.6% | +30.0% | +36.1% |
| 3Y | +169.7% | +20.8% | +148.8% | +137.5% |
| All | +87.9% | -24.5% | +112.5% | +110.0% |
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